Direction and filters
Separate the directional signal from conditions that allow or block entry.
PLATFORM / STRATEGY DEFINITION
Turn a pattern into a precise strategy definition.
Formalize direction, regime, timing, filters, exits and risk so the same logic can move through research and execution without hidden rewrites.
READABLE STRATEGYready to test
DIRECTIONDonchian breakoutANDFILTERADX > 22ANDRISKATR stop
SYSTEM DOMAIN01 / SYSTEM
One strategy object across the entire lifecycle
- DISCOVER
- OPTIMIZE
- VALIDATE
- RUN
- OBSERVE
AND and OR
Build confirmation chains and alternative groups without hidden code.
Multiple timeframes
Combine higher-timeframe context with lower-timeframe signals.
Explicit exits
Define stop-loss, take-profit, maximum holding time and trailing logic.
DECISION FRAMEWORK
Does every stage still describe the same strategy?
Compare the rule version, parameter hash, data window and execution assumptions before interpreting metrics across stages.
Freeze a reproducible version
Keep provenance beside metrics
Advance only after an explicit verdict
Strategy Passport
Important
Historical, statistical and model results do not promise future returns. kquant provides computational tools and technical execution, but does not assess whether a specific trade is suitable for a user.