Process
A safe process for changing strategy parameters
Treat every input change as a new experiment so a live system does not drift away from the evidence that justified it.
Change one meaningful thing at a time
Changing risk, session, stop, and entry filters together makes the result impossible to attribute. Write the reason for a proposed change and identify whether it addresses strategy evidence, execution evidence, or an operational bug.
If the change is intended to fix a bug, reproduce the bug and test the fix separately from performance optimisation.
Run the same validation ladder
A new parameter set should pass a small logic test, a historical comparison, an out-of-sample check, and a demo or controlled execution stage before live use. Do not promote it because it improved one recent window.
- Record old and new values.
- Keep the prior configuration available for rollback.
- Run a risk and execution diff, not only a profit diff.
- Set a review date after deployment.
Make rollback easy
Save configuration files with a version label and know how to disable or revert the EA. A change process is incomplete if an operator cannot restore the last known-safe state during a live incident.
Good change management keeps learning possible without turning the live account into an uncontrolled experiment.
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