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rnr.

No, not all at one go. I did it bit by bit so i could find out which element was adding the edge.

6ATR i did try it, as with 4 and 5ATR as well. None of them worked as well as the 20% stop. The wider stops took on a less number of trades (which is low enough as it is!!) and i couldnt get the # of stocks hitting the protective stop exits better than it is now with the 20% stop.

As to why the results have run into 2005. It was never my intention. See my post #30.

In both cases the metastock exploration was set to:

ExtFml( "TradeSim.SetStartRecordDate",01,06,1992);

ExtFml( "TradeSim.SetStopRecordDate",30,09,2002);

With position size limit set to anywhere below 30% the results get worse, in terms of profit. Im not keen on this because since my entry criteria is quite selective, when the market is going a bit sideways, not many stocks are going to be making all time highs. But the ones that do, i want to buy them again and again and again. And due to this pyramiding, i feel that its okay to have a bit of flexibility and leave the position size open.

But i think one drawback is that open profit drawdowns are likely to be increased if im too concentrated in a few stocks, and im gonna have to give back alot of profit at the end of the trend.

If only i could get my open equity chart on tradeSim to start working, then ill have a proper look at it, and see if its worth the pain or not.

Shane.

The whole market is my universe, with liquidity filter $500k per day.

Thanks for the feedback guys, keep it coming