Gian, it is not so complicated as you suggest, Simplicity will lead you where you want to go. If you over quantify, you have introduced too many variables in your system;,,,,,,,,never forget that ***fewer*** variables result in a more robust system. Also, too suggest, avoid curve-fitting; which works quite well in the short term,. You need to test over 10, 20,, 30+ years to gain reiiability; plus remember slippage is a factor in any ''tick' system. Good luck in your endeavors. CO