robster970Is this thread entirely about the age old problem of trade location vs trade confirmation?
i.e. the more confirmation you wait for, the further price has moved away and therefore the lower the profit opportunity
As you appear to be using indicators which are derivatives of price, they will always lag price and therefore reduce the profit opportunity.
Interesting though, especially the way you have modelled it.
If a benchmark can be established based on trading price alone then this will help new traders objectively gauge the characteristics of other trading systems.