I remember reading something out of a book, maybe it was The Psychology of Trading, and the author said something to the effect of, "Don't try to make a mechanical system. Back testing is useless. The persuit of mechanical strategies is the result of being fed for doing nothing while you were a baby. Now you are trying to recreate being fed for nothing with your trading system. No system can analyze the complexities of the market like the human mind." Again, I was paraphrasing, and I may be remembering it wrong, but does the author have a point? Is system trading fruitless? I have no doubt that people can find profitable systems, but will those systems last? Or are systems simply a crutch for those without discipline? I sometimes wonder if it is possible to quantify everything that goes on in a traders head. Maybe there is some utility in system development because it separates genuine trading logic from uselss "gut feelings." However, it is also possible that trading sytems could prematurely dismiss not-easily quantifiable, yet legitimate "gut-feelings." Or perhaps the best way to use a trading system is to objectively define your strategy, so that you will be more disciplined. But if you then use that system robotically, maybe you are throwing away all that your mind is capable of that a computer is not, namely adaptability. Or maybe I'm rationalizing cus I suck at programing.