This forum thread was very interesting. It has been a few years, but have you tested, or is it possible to test how likely it is to get fill 1-5% lower (or higher) in the following week after the buy (sell) signal? You say that around 30% are not filled, How do you test this?, and since the variation is 1-5%, do you normally enter a limitorder with “closeprice+ATR”, or something other that calculates the limit to buy (sell) order?