I'm a little lost when it comes to strategy design for discretionery trading and wondering if anyone can steer me in the right direction. I can come up with something that will work for a while, then it's profitability will erode until it doesn't work. I don't know if this is due to normal market "personality changes" or if I'm not doing enough backtesting and data collection. I track a lot of stuff and don't really if some of it's useless or if there are things I'm missing. Anyone have some advice? I know about usual MAE, MFE, ATR, volume vs avg volume, etc. Are there any websites/books out there that discuss strategy design / trade mgmt? Not stuff by academic guys who don't trade. I mean stuff by profitable career traders. Most sites/blogs/books I see just talks about entry signals and doesn't get into how to actually devise a business plan to exploit these entry signals. Not looking for holy grails.... just looking for opinions from profitable traders. Thanks.