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Turning it into code is the ultimate stranger test, yeah. If you can't write it as an if statement it's probably a feeling, not a rule.

PTScalper wrote: With this math, you only need to win 34% of your trades to break even.

The exact break-even at 1:2 is a third, 33.3 percent, so 34 percent is just above it before costs. Costs move it more than people expect on short timeframes. Take a 10 pip stop and a 20 pip target with one pip of spread and commission per trade: the winner nets 19 and the loser costs 11, so break-even rises to 11 out of 30, about 36.7 percent.

Slippage on stops adds a bit more, especially if the strategy is allowed to hold through scheduled releases, where a 10 pip stop can easily fill at 13 or 14. The strategy tester usually fills stops exactly at the level, so the live break-even rate is a few points higher than the backtest suggests.

None of that changes your point. Fixed 1:2 with a capped loss is far easier to make profitable than a high win-rate system with an open-ended stop.

The stranger test is a great way to check entry rules. One practical way to run it: give the written rules to another trader along with a set of chart screenshots, and ask them to mark entries. Where their marks differ from yours, the rule is not specific enough. Most traders discover that a couple of words like "strong" or "clean" carry most of the ambiguity, and replacing them with measurable conditions makes the rules both followable and testable.