entry/exit/filter/sizing rules

The four categories every complete rule spec must cover: the exact condition that opens a position, how it closes, what must be true for an entry to be allowed, and how large the position is. A description that omits any of the four is not finished, and most informal ‘strategies’ specify only the entry.

First used in Lesson 2.2 · From words to rules: formalization — the lesson that makes this term real.