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[RT] Re: FUTR: tading systems sp500,



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> Average winning trade $ 10000.83 Average losing trade $ -674.58
> Max consec. winners 3 Max consec. losers 10

Just a guess, but are you using the built-in stops? It's a long story
but the bottom line is those stops are NOT reliable and will give you
very unrealistic backtest results. These days $675 is about a 1-minute
move in the S&P.

-- 
  Dennis