Thank you Stymie and Handle123, Thankful for your response. I did not know that. Right now I am sim trading and my orders fill pretty nice. Are you telling me that if I always use a protection stop market order of -15 ticks from entry, there is a chance I can actually get stopped out at more then -15 ticks for a bigger loss?? If so, I need to rethink some stuff, right away!!
I would recommend TradeStation or MultiCharts(PowerLanguage) for this task. You can download MultiCharts free 30-day trial. Test strategy is not enough. You should understand what edge the strategy has, why it works, who (what group of traders) will enter the market after your entry.