Filters · Lesson 07
My algo skipped 5 trades that hit their targets
The signals it passed on · paper-traded
- Trades
- about a dozen
- Lost
- 5
- A little green
- 2
- Hit their targets
- 5
- The question
- saves more than it costs?
"Every filter throws out some winners with the losers."
▶ Watch the ShortWhat it taught me
On the signals my algo passed on, the paper version of my strategy took about a dozen trades. Five lost, two finished a little green, and five hit their targets.
A filter isn’t wrong because it skipped a winner. The question is whether it saves more than it costs.
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