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Research design — lesson and practice

Research design · 4 min read

Course workbook · intermediate · Content reviewed 2026-09-07

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What you will learn

Hypothesis

Start with a falsifiable question, such as whether a precisely defined setup has positive net average results under stated execution assumptions. The question should identify instrument, horizon and comparison rather than merely ask whether a chart pattern works.

Sample definition

Define the sample before reviewing outcomes. Include dates, sessions, eligible instruments and exclusion rules. Reserving a later unseen segment creates a meaningful distinction between developing a rule and evaluating the chosen rule.

Entry and exit rules

Freeze the entry, exit and sizing definitions for the evaluation. If a rule changes, assign a new version and do not pretend earlier outcomes were generated by it. Keep a record of every material variant considered.

No-trade cases

Prevent hindsight by revealing observations sequentially or recording only information available at the decision time. A complete historical chart contains future pivots, revisions and final bar values that may not have been available then.

Worked example

A learner adjusts a stop after inspecting each losing example. The resulting record evaluates many retrospectively chosen rules, not one rule that could have been followed prospectively.

Try it yourself

Write a study protocol with a fixed sample, one baseline rule, a development period and an untouched evaluation period. Include what happens if the rule changes.

Show the worked solution

A changed rule returns to development under a new version. The untouched period should not be repeatedly inspected to choose parameters; once used for selection, it is no longer independent evidence for that selection.

Apply this to your course project

Submit a rulebook, chronological trade sample and unseen validation results.

Keep the calculation inputs, assumptions and decisions with your work. Practical exercises are self-reviewed; the scored knowledge checks assess the questions shown, not an independent certification of practical competence.

Reference reading

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