Should stops be a part of the system when the system inputs areoptimized - or should the fixed stop be added top the optimizedresults??

[mark.keenan@xxxxxxxxxxxxxx]

I have a system based on a two moving averages - trades are entered on the
slope of one, being positive or negative, and exited on the slope of
another.

If I backtest the system and get the most robust combination being say
entry of a 40 day and exit on  a 10 day with an average loss per trade of
0.5%, and a maximum loss of 2% should I have done the following.

Optimise the system with or without a fixed percentage stop (say at 1%) at
the beginning and find invariably another set of averages, or simply add a
atop after I have found the most robust combination??

ie - Should stops be a part of the system when the system parameters are
optimized??

Regards Mark
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