For those of you who detrend your data (basic log of price change method) for backtesting, do you use the detrended series to actually look for buy and sell signals? Let's just assume, for example, you're backtesting an algorithmic definition of double bottoms. It seems to me that looking for these on detrended data would not identify the kind of phenomena one is looking for in the original series. Is this correct, or am I missing something? It seems the ideal thing to do would be to look for buy/sell triggers on the original time series, but to measure the P/L of the trade on the detrended series. Opinions?