I think simple is better. Here is a simple entry filter for daytraders. If price is higher than yesterday's high, take only long entries that the system signals. If price is lower than yesterday's low, take only short entries that the system signals. If price is neither above or below the previous range a) take no entries or b) take only oscilliation type entries. Are there any major problems with that type of thinking? What are some simple exit filters/techniques that you adhere to?