What timeframe ? In tda strategy desk, daily, psar can make u a ton of $$$. The problem, was selling at daily high and buying at the low. U can never know those until market close
wtf? then trade it with real money! you will find out really quick,if there is any errors in your calculations. how far did you go on back test? 10 trades, 100, 10000? 1 day,1 year?
I suspect the issue is using a small intraday timeframe for the system's decisions. Using ES as an example Tradestation will assume a fill if it touches the order limit prices. The issue in realtime trading is that 90% of the time ES has to trade through your order price to get filled, i.e. have to trade down to 1250.25 to get 1250.50 bid filled. A very small timeframe barchart will have very narrow hi-lo range and therefore the fill assumptions are blatantly misleading at best. Hope that made sense.
Oh that's easy. Run it live in 'sim' for a few days. After a few hours and trades you will see if you will get filled (if price goes thru or not)