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When you analys the backtest you should that this isn't the problem. The strategy is clearly profitable. This is one of the best strategies I've seen in a long long time and believe me, I've tested a lot of strategies.

as you can see in the report, average days in losing trades are double than in winning trades I've tried some things and as mentioned here before tightening the closing is not an option. Altough the profit/loss ratio is +/- 1.20. I really think the exit needs some extra attention but...

First of all forgive me for my poor english cause this is not my mother tongue. Using Tradedision (www.tradedision.com) I ran a backtest for this strategy on all SP500 stocks for the period 2000-2009. As my skills on programming are limited and I use a common desktop pc I had to make some...