And that's the end of my design process. I mentioned above that it was 5 steps but in fact it has been whittled down to only those 3 shown above in this thread. I am constantly refining this process (and even refined it again as I wrote this thread). I had forgotten to renumber some of the steps which is why I thought there were 5.

Anyhow... I hope by now I've convinced you that by using a rigid, objective design process -- that you really can take "slop" and turn it into something useful. The reason why, I think, is because the success comes more from "perfect execution" and less from "edge logic". No human could execute perfectly over time, I think. But with a fair amount of discipline, I do think a computer could execute perfectly.

I have many challenges ahead, even with this design process. I'm not done with it, and may never be. Now that one tradebot is up and running... I have new goals. One of the next things I want to add to the process is an objective review/evaluation of performance. I want to create a mechanical process for observing the live OOS performance, and compare it to the statistical performance I know from the Tests. I want to know, as quickly as possible, when the bot has failed to stay on track -- when it has fallen out of spec. One figure I'll certainly be watching is the MAE%

Also, there are limitations in the design process that I think I can improve upon. You are welcome to help as well. I'd love to hear your feedback or criticism.

One area I noticed while typing this thread that needs improvement is: if you noticed, the bot in this example was designed originally from EURUSD, and then expanded to other assets that seemed to work. I think I can make the optimization process a little more dynamic, where other assets are involved earlier in the process. I think this could be important because as it stands now, I'm basically retro-fitting a logic that was personalized for one asset onto a different one, which may have a different personality altogether. It's only by chance that some other assets are similar enough. But if I involve those assets and collect Train'ing data on them earlier, it seems possible that I could build a way for Zorro to switch between different parameter ranges, for example.

Anyway... lots more to build and tinker around with.

I'm attaching here my spreadsheet for keeping track of the results. I've found that with each new bot I build, its best to start another tab in the spreadsheet program (I use Google Docs btw). The reason is because with each new bot, I make refinements/improvements to the process.