trying to determine entry and exit prices in a strategy that pyramids

["John Holton" <jgh1@xxxxxxxxxxxx>]

Hi all

I'm using a genetic optimiser to optimise my strategy and I need to
determine entry and exit points within the strategy. I've tried all kinds of
elaborate schemes using netprofit to determine entry and exit points, but
have run up against a wall especially if the strategy enters and exits on
the same bar.

anybody resolved a similar problem?

john