Hi, regarding DTN2 issue on price change indeed, most of the times the system fails is because relative volatility is low, performing better on more volatile environments, that's why I was thinking that the ranges of succesful trades would be about 3 times higher those losers. That difference between volatility plays in favour of winners. I have quite good knowledge of different trading systems and several years os testing those. But this approach based on risk and a stochastic analysis is a something new I have developed entirely. That's why I ask about this issue provided that other statisticians or mathematicians employ similar approaches. I could implement a testing system as well, but I think asking is smarter initially.