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Stevo, very valid points. All taken onboard.

Can you out a sample position sizing AFL here or PM me please, it will save me some time in knocking one up( I am still learning AFL)

A few questions:

1) I'll probably start a thread on optimization, but how much should one optimise ? Will over optimization turn into curve fitting eventually ?

2) Once you have tested a system and done Monte Carlo analysis and are happy with it, do you just start trading it or you paper trade it in real time to see how it performs ? When do you switch it to production ?

3) With one of my systems I like to see the charts and the scans in weekly format as well. I use the code below to swith it to weekly (its Amibroker)

[CODE]TimeFrame = Param("Weekly Timeframe? Y=1",0,0,1,1);

if( TimeFrame )    // switch to weekly

{

TimeFrameSet( inWeekly );

}[/CODE]

Is this right for backtesting as well ? I mean are the backtesting results are that of a weekly system ? (this code is at the very beginning of the system.)

4) Is it better to have multiple systems (for example a longterm, a short term CFD, a short term stock system) or just one system and tweak it according to times.

cheers,

Ronin.