I am an experienced programmer that has been a long time fan of the markets. For a long time now, I have been working on a short term market trend identification tool (using esignal) and i am finally pretty satisfied with the results. I feel that the tool can be very useful for any trading but recently I have been looking at using it to trade the ES. But, I am not quite sure how to best utilize the tool (being a novice trader, I am severely lacking in strategy experience). If I always a fixed profit target (too simple?), it looks like 3 ticks has the best success percentage and 6 ticks has the best payback. I can't seem to run a backtest on it since it uses a "dagwood sandwich" of multiple instruments and timeframes to compute "trend". I havent seen a backtesting tool that would handle this many variables simultaneously. If anyone has any suggestions, I'd love to hear it. I have enclosed a screen shot from fridays trading with the trend alerts timestamped on the screen. If there is interest, I will post some more trades (even crappy days). Yes, this friday the tool worked extraordinarily well but even on a bad day, it's still pretty good (IMHO). I also have created and tested tools for auto trade execution, monitoring and exiting the trade so I'm hoping to sidestep some of trading's emotional issues. No, this is not a cut and paste job to stir up controversy. I was just hoping to get some feedback, good or bad.