# Code Review Guidelines

## Trading Strategy Specific Checks

### Position Sizing
- ✅ Check for dynamic position sizing based on account balance
- ✅ Verify max position size limits
- ❌ Flag hardcoded position sizes
- ❌ Flag missing position size validation

### Order Handling
- ✅ Verify order type is appropriate (market vs limit)
- ✅ Check for order timeout handling
- ❌ Flag missing order confirmation checks
- ❌ Flag potential duplicate orders

### Risk Management
- ✅ Verify stop-loss is always set
- ✅ Check take-profit levels are realistic
- ❌ Flag missing drawdown protection
- ❌ Flag strategies without maximum daily loss limits

### Data Handling
- ✅ Check for proper OHLC data validation
- ✅ Verify timestamp handling (timezone, microseconds)
- ❌ Flag missing null/undefined checks
- ❌ Flag potential look-ahead bias

### Performance
- ✅ Verify indicators are calculated efficiently
- ✅ Check for unnecessary re-calculations
- ❌ Flag O(n²) or worse algorithms in hot paths
- ❌ Flag large memory allocations in loops

## Severity Levels

### Critical (🔴)
- Will cause financial loss or system crash
- Security vulnerabilities
- Data integrity issues
- Must be fixed before deployment

### High (🟠)
- Significant bugs or edge cases
- Performance issues that affect execution
- Risk management gaps
- Should be fixed before deployment

### Medium (🟡)
- Code quality issues
- Minor performance improvements
- Best practice violations
- Fix when convenient

### Low (🟢)
- Style preferences
- Documentation improvements
- Nice-to-have refactorings
- Optional improvements

## Common Pitfalls

1. **Look-Ahead Bias**: Using future data in backtests
2. **Overfitting**: Too many parameters, not enough data
3. **Slippage Ignorance**: Not accounting for execution costs
4. **Survivorship Bias**: Testing only on assets that survived
5. **Data Snooping**: Testing multiple strategies, reporting only the best