mojoe

In your strategy report, you need to look at account size required. This is very important, because you have to assume that this is how much draw down you will experience. i Have seen wonderful performance results. But the account siize required is like in $10k range. Well, that is too risky because when you loose $10k, it is hard to figure out if your program is still running or it has failed. Yes, try changing all your order entry to market order and then see what is the result. OR choose this option in tradestation setting: Format strategy:backtesting: use this setting: Fill entire order when trade price xceeds limit price. This will take care of fill issuse. This mode will make sure there is 1 tick better for all entry and exit. You need to do at least 10 years because last 5 years are not good enough.

I follow exactly as you decribe, could not get your chart. Would you mind posting your ELD. Thanks