-------------------------------------------------------------------------------- Quote from paulbechard: 2) It works on the live accounts but the brokerage shuts down the account after a week of trading due to 'off market' trading. (Yeah I sense something fishy going on too) -------------------------------------------------------------------------------- If the system really works but then gets shut down by the broker, I think your problem is this "off market" thing. Now I don't know if your system is continually stepping in front of market makers or whatever, but the brokerage should be able to explain why it was shut down. If it is a matter of not pummeling a certain strategy, maybe you can build that in. Narrowing your range, as long as you aren't cutting out too many winners, could be a worthwhile change. I found this quote on an old thread, and I was totally unaware that our brokers were able to close our accounts for such behaviours. Imagine you have a profitable strategy on a quite unliquid market ( 3 ticks bid-ask spread )and you want to cut your slippage by imporving the bid at each long entry, is this strategy likely to cause the closing of your account? I think the thread was about stock trading. Is there the same kind of regulations on futures? I thought that on futures market makers are not specialized firms like on stocks( where they pay for the right to be a market maker ) I don't know nothing about it. Thanks for your answers.