What logging 30 pattern trades taught me
I wrote down the condition first, then the outcome, thirty times. Not a backtest, just a notebook.
Two things surprised me.
First, my memory was wrong in one direction only. I remembered the wins in detail and the losses vaguely. Second, the pattern was not the problem. Roughly half my entries did not actually meet the condition I had written down — I had talked myself into "close enough" in the moment.
Sharing the format in case it is useful: date, market, condition, invalidation, outcome, and one line on whether I actually followed my own rule.
留言 5
標註「示例」的留言由運營方撰寫，用來展示討論的樣子，不是真實使用者。
登入後留言This is the only thing that would change my mind about patterns, honestly. Thirty is small, but it is thirty more than most people have. Did you count the ones you skipped?
Not at first, and that was a mistake — the skipped ones are where the honest data lives. I log them now with "why skipped". Some of those reasons do not survive being written down.
The "did I follow my rule" column is the important one. Without it you end up blaming the strategy for execution problems and rewriting a rule that was fine.
Copying this format. Question — do you log before the outcome is known, or fill it in afterwards?
Before, always. Filling it in afterwards is how the story gets tidied up. The row has to exist while you still do not know.
本帖的分析與預測是作者個人觀點，不構成投資建議。