iterating-strategies

name	iterating-strategies
description	Track strategy versions, log changes, and prevent regression during Pine Script development.

Strategy Iteration Framework

Triggering Contexts

• User is modifying an existing strategy
• User asks "which version was better?"
• User wants to compare before/after changes
• After analyzing-backtests recommends improvements

Purpose

Prevent the common trap of:

1. Making too many changes at once
2. Forgetting what changed between versions
3. Losing track of which version performed best
4. "Kitchen sink" syndrome (adding endless filters)

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Core Workflow

1. Before Any Change

Ask the user:

• "What is the current version number?"
• "Do you have baseline metrics for this version?"

If no baseline exists, prompt to run backtest first.

2. One Change at a Time

ENFORCE the discipline:

❌ BAD: "Add RSI filter, change SL to trailing, and use ATR for sizing"
✅ GOOD: "Add RSI > 50 filter for long entries"

If user requests multiple changes, respond:

"I see 3 changes. Let's implement them one at a time so we can measure each impact. Which should we start with?"

3. Document Every Version

After implementing a change, prompt user to record:

### v[X.Y] - [Brief Description]
**Date:** [Date]
**Change:** [What was modified]
**Hypothesis:** [Why this should improve performance]

**Backtest Results:**
- Net Profit: $[X] ([X]%)
- Profit Factor: [X]
- Max Drawdown: [X]%
- Total Trades: [X]
- Win Rate: [X]%

**Verdict:** ✅ KEEP / ❌ REVERT / ⚠️ NEEDS MORE TESTING
**Notes:** [Observations]

4. Compare Versions

When comparing, create a table:

Metric	v1.0	v1.1	v1.2	Best
Net Profit	$X	$Y	$Z	vX.X
Profit Factor	X	Y	Z	vX.X
Max Drawdown	X%	Y%	Z%	vX.X
Win Rate	X%	Y%	Z%	vX.X

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Changelog Template

Suggest users maintain this file alongside their strategy:

# [Strategy Name] Changelog

## Current Best: v[X.X]

---

### v1.0 - Baseline
**Date:** YYYY-MM-DD
**Description:** Initial version with EMA crossover

**Results:**
- PF: 1.2 | DD: 18% | Trades: 89 | WR: 45%

---

### v1.1 - Added ADX filter
**Date:** YYYY-MM-DD
**Change:** Only trade when ADX > 25
**Hypothesis:** Reduce noise in ranging markets

**Results:**
- PF: 1.5 | DD: 12% | Trades: 52 | WR: 48%

**Verdict:** ✅ KEEP - Better PF, lower DD
**Trade-off:** Fewer trades (acceptable)

---

### v1.2 - Tightened stops
**Date:** YYYY-MM-DD
**Change:** SL from 2% → 1.5%
**Hypothesis:** Reduce average loss

**Results:**
- PF: 1.3 | DD: 15% | Trades: 52 | WR: 42%

**Verdict:** ❌ REVERT - Higher DD, lower WR
**Learning:** Stop was too tight, got stopped out of winners

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Red Flags to Call Out

Too Many Parameters

If strategy has > 5 optimizable parameters, warn:

"This strategy has [N] parameters. Each parameter increases overfitting risk. Consider simplifying."

"Improvement" That Reduces Trades by > 50%

"This change reduced trades from 100 → 40. The new results may not be statistically significant. Consider testing on more data."

Contradictory Changes

If user reverts a change but then adds similar logic:

"Note: You reverted the RSI filter in v1.3 but are now adding a Stochastic filter. These serve similar purposes. Are you sure?"

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Integration Points

• Before iteration: Use planning-trading-systems if strategy needs redesign
• During iteration: Use coding-pinescript for implementation
• After each version: Use analyzing-backtests to assess results
• Log everything: Use this skill's changelog template

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Quick Commands

When user asks:

• "What changed?" → Show last N changelog entries
• "Which version is best?" → Compare metrics across versions
• "Should I revert?" → Compare current vs previous version metrics
• "How many changes have I made?" → Count versions, warn if > 5 untested