Mach-Trend system dynamics

F  is very high in the above model and we can see that when real slippage is applied a very good system becomes a losing system.  Simply working out 1500 trades x 4 points cost and slippage we get 6000 points knocked off our profit.

Now you are beginning to understand the F reduction logic.

Lets repeat the above test, but this time we going to use Mach-Trend which has a much lower F and see how much effect the commissions and slippage have on points profit.

Mach-Trend on real time futures data