I've been backtesting various entries but I have a real problem with the exits. I'm not sure when to get out. I've tried Bollinger bands, MA crossover, stochastics, etc. I've also ran the optimizer to try every combination of profit stop & stop loss and it usually comes up with something but kind of weird, sometimes it'll say a 25 pt (on ES) profit target is optimal. That seems kind of like random buying and holding to me. Any other useful ideas for exits? I'd love to see if some of these entries could work, I think they're just missing an exit.