The latter (part of the problem i guess). The system has a few basic rules for entry, rules for profit , and stops all entered in at time of trade. The stops being adjusted along if the trade starts working. These are all written down. Should be no problem.
Its when i break the rules and take profit too soon. I have no problem with it hitting my stops.
And the position sizing was wrong for the other futures. The system deals with multiple exits, so i need to carry multiple contracts, but still giving the system room to trade. So the stop losses with other futures were a little too wide for me.
The reason for migrating to the YM is because, while the system would tend to work more often than not, the exit part of the strategy would leave a lot to be desired with other quick whippy futures markets. The trade needs to be managed with time enough to put in orders and adjusting live orders.
i would catch myself trying to get those few extra ticks to make the system more profitable, or again, trying to lock in profit too early.
With the YM tick being $5 per contract, those few extra ticks dont mean as much and i let the system work.
So we'll see how it goes.