Cool, just wanted to double check. sometimes in backtesting you can get crazy results if you're not careful. You may also want to try a filter that eliminates all bars that close greater than X, where X can be something arbitrary at first and then work in some volatility measure (like 2 * ATR). In other words, if in one bar you get a very large move, you may want to bypass the signal generated by that bar b/c you're caught in the middle of something crazy like an economic report. If you decide to take those trades (i.e. you think the method still has an edge even during high volatility periods), you may want to adjust your stop loss based on current volatility.