This thread was broken off of my opening range breakout thread. I started a tutorial on developing a trading system there and it was recommended to me that I start a new thread. The original thread's link was. http://elitetrader.com/vb/showthread.php?s=&threadid=54765&perpage=6&pagenumber=26 I started this discussion on page 26 of this thread and will move over these early links here. In this tutorial I am building a trend following system combined with opening range breakout. If you want more information on opening range breakout I have a free tutorial on this topic on TradersStudio.com. This tutorial is part of my video on opening range breakout. The link to the free part of this video is : http://www.tradersstudio.com/Default.aspx?tabid=129 I have two chapter of the video on TradersStudio.com for free. The first one is totally free and the second one requires you to register on the site which is also free.