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R-evaluator: per-trade R-outcomes -> R-expectancy / R-curve (Stage-1 signal quality) #129

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opened 2026-06-23 13:17:09 +02:00 by Brummel · 0 comments
Brummel commented 2026-06-23 13:17:09 +02:00
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The Stage-1 signal-quality node (#117, C10): integrates the per-trade R-outcomes of a flat-1R RiskExecutor into R-expectancy / an R-curve - the account-/instrument-agnostic yardstick replacing pips. Succeeds SimBroker's pip-equity integral (its ancestor); unlike SimBroker it requires a stop (R is stop-defined), so it consumes a RiskExecutor, not raw bias.

The Stage-1 signal-quality node (#117, C10): integrates the per-trade R-outcomes of a flat-1R RiskExecutor into R-expectancy / an R-curve - the account-/instrument-agnostic yardstick replacing pips. Succeeds SimBroker's pip-equity integral (its ancestor); unlike SimBroker it requires a stop (R is stop-defined), so it consumes a RiskExecutor, not raw bias.
Brummel added this to the R-based signal quality (Stage 1) milestone 2026-06-23 13:17:09 +02:00
Brummel added the feature label 2026-06-23 13:17:09 +02:00
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Reference: Brummel/Aura#129
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