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Richard,
> I put more weight on
> the time in trade. if I get 25% of the move in anything less than 1/4 the
> time, I call that a good system.
I think you're quite right.
If you're using MS to test your systems, you can include this variable by properly
adjusting the interest rates on hypothetic account from money market rates to the actual
return of your trading account.
On the other hand you should take into account that whereas any system testing gives an
objective output, introducing this variable would change it to a rather "subjective"
test.
Alberto Torchio
Torino, Italy
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