Where do your filter ideas come from, chart reading or statistics?
When you're refining a strategy, where do your hypotheses for filters actually come from?
Visual: you scroll through losing and winning trades on the chart, overlay indicators and notice things like "most losers happen when price is squeezed into a tight range" or "winners usually come after a big impulse candle". Then you turn that into a filter and test it.
Statistical: you dump trade data (indicator values, time of day, volatility, distance from MA, etc.) and look at distributions, correlations or feature importance to see what separates winners from losers. The chart barely comes into it.
I'm asking because I'm not sure where my time is best spent during refinement:
- Chart reading gives me ideas that make intuitive sense, but it's slow and I worry about confirmation bias and small samples
- Stats are fast and objective, but they only test the features I thought to include, and it's easy to data-mine a filter that falls apart out of sample
So:
- Where do most of your filter ideas come from?
- In refinement, do you spend more time on charts or on numbers?
- Has one source given you filters that held up better out of sample?
For context, I build MT5 EAs and validate with in-sample/out-of-sample splits.