Hi Hmap1, I thought your results for your first system that you posted were pretty good. Unlike what some of the others said, I personally think you would be ok with the 1 tick slippage on both sides of the trade for market orders. To answer your question, TS usually calculates the entry price based on the closing of the bar, assuming your code is written that way. So from my personal trading experience using market orders on the emini sp, you somtime even get positive slippage, just depending on how the bid ask closes on that bar and depending on how the next bar opens. Also, I am sure you already have done this, but make sure you are testing your system on 1 min resolution to avoid any backtesting errors on how TS reads the bars data. (if you don't do this, sometimes TS accidentally misses stops) One thing that Accary recommended and I concur with is that you need more data to test on (larger sample size) . I am assuming you have TS 6.0 or 7.0 and they only have a small amount of data to test on. I would either wait for ts 7 to get their act together and give us some long term testing data or do what I did and get yourself ts 2000i and then you can go back and test during the volatile years of 1999 and 2000 and see if your system holds water. Thanks for sharing your results with us. Sincerely, tah