episteme
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There is no way from what you say to work out what could be doing this. I do know however that anything I have ever produced that gave results like this from back testing was soon followed by a DOH!
If you can't see the problem now then try and find a completely different way of testing it. 20 mil is probably worth the effort.
If you can't see the problem now then try and find a completely different way of testing it. 20 mil is probably worth the effort.