This journal is for me mostly and for others to see how a proper Automated system should be checked and modeled before going live with it. Will post daily results. Note that the Drawdown modeled could be smaller than what will be expected due to my platform "averaging" all of the Drawdowns from the instruments. Instead of giving true intraday drawdowns. Currently forward testing in sim, will continue to do so for 3-6 months, then will go live if everything stays in line. Sim fills are modeled "trade through price" This is an intra-day system. 5 min Timeframe. Catches trends. Backtest from 2006 to now, Fills have been modeled with a "trade through price" algorithm. 2 ticks of slippage per exit have been modeled. 1 contract is currently used. Including commissions and 2 ticks slippage the system has back tested netting a profit of $112,000 from jan 1 2006 with 1 contract traded per instrument. I expect the system to do slightly better because slippage usually is only 1-0 ticks. Enjoy.