The lesson on YouTube
Watch. Then work through the idea.
Watch the English lesson first, then use the worked example and quiz below to check the idea. The article is a companion, not a transcript.
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What is actually happening?
A full historical chart reveals information unavailable at the signal. Bar-by-bar replay helps constrain that knowledge, but discretionary selection and changing rules can still contaminate the sample.
Guided example · Small synthetic replay · process example
Keep future information hidden
Follow a small replay audit. This illustrates testing discipline, not a statistically meaningful sample.
Restart & example assumptions
Authored synthetic observations, shown in sequence. Every comparison uses only the revealed data. This is a worked learning example, not live prices, broker execution or a profitability backtest. Follow the article’s exact definitions; measurements and pattern names alone do not authorize a trade.
For charts: tap a candle or swing to inspect it; drag horizontally to browse; wheel or +/− to zoom; arrow keys to inspect; Home to restore the step view.
Make the conditions explicit.
Write eligibility, trigger, invalidation, expiry, sizing, fills and exits before the sample starts. Choose an untouched evaluation period.
Reveal one completed bar at a time. Log every eligible signal, including skipped or failed setups. Record when each required observation became available.
If the rules need revision, stop the test and label the revised version. Do not splice the improved rules into earlier trades and call the sample untouched.
The quoted rules are illustrative research specifications. Parameters are not recommendations and have not been presented as profitable backtest results.
What can this cost?
Historical fills may be optimistic, especially when both a stop and target lie inside the same OHLC bar. Use finer data or a declared conservative ordering assumption.
How the idea can fail.
Selecting only textbook setups, ignoring spreads, and confirming swings before right-side bars complete can create an attractive but unavailable result.
Practical habit
Save a screenshot at decision time, not only after the trade. Keep a reason for every exclusion.
Go one level deeper
Track how many rule variants you tried. Repeatedly tuning to one evaluation sample weakens its value even when the final rules look simple.
Check your understanding
What happens to an evaluation sample after repeated tuning on it?
Further reading & boundaries
These examples are original educational exercises. General background: CME Group: position sizing; Fidelity: technical analysis. Neither endorses these example rules. No hypothetical result establishes future profitability.
Editorial revision: 13 October 2026 · Synthetic data · Educational use