Understand it
A reproducible rule specifies observable inputs, exact thresholds, time restrictions, entry logic, exit logic, stop rules and costs. Separate necessary conditions from discretionary overrides. Document when data are available: using a bar close to fill at the same bar's best price often introduces impossible execution assumptions. Rules need to be simple enough for another person to apply consistently.
Compare 'buy a strong breakout' with 'at the next bar open, enter long if the last completed bar closes above the highest high of the prior 20 completed bars, subject to the session filter.' Only the second is operational enough to test.
Watch for this misconception
Keeping a discretionary escape clause for losing trades, which makes a test impossible to reproduce.
Write an unambiguous exit rule for a strategy using a fixed stop and a time-based exit.
Expectancy calculator ↗What is the biggest problem with 'enter when price looks strong'?
Check the sources
Hypothetical educational examples. Verify current product specifications and rules before making decisions.