Hello everyone, I'm looking for some experienced trading system developers to give me a hint: After some serious drawbacks in my trading system design...including postdictive errors, curve fitting, you name it ...I've decided to start building my road to success all over again. Lately I've been consuming a lot of the Van Tharp materials...where the role of expectancy plays a central role in trading system development...which as far as I can judge is a plausible concept. How do you go forth in developing a positive expectancy system? For eg.: - "I define my entry and exit strategy...then backtest with a fixed amount position sizing...if the system has a positive expectancy, I start tweaking the position sizing" I find it difficult to split up the process (position sizing, entry, exit), since when calculating the expectency of a system the topics are interwoven with each other. All insights, recomendations, books to read, etc. are welcome.