I am in the process of developing, or attempting to, automated systems that make money.
So far, I have found several, but have also found that any inclusion of a stoploss smaller than about 90 or 100 ticks causes them to lose money.
Does that mean all my ideas suck, or should I expect that kind of behavior?
Would adding targets mitigate the losses I find from including tighter stoplosses?
(I do know that more extensive backtesting should tell me this, but I'm using NinjaTrader 7 and NT Continuum, so the amount of historical data is pretty limited and, of course, the speed stinks. My PC is not the issue. CPU is 3.8GHz, quad-core, 64-bit OS and 32GB RAM.)