Since I don’t really know how to take a break from system development, I’ve been working on the Cable Glider while it has been idle this week.  I will roll out a new version on Sunday night.  I’ve made some minor revisions to my trailing stop loss exit strategies, and I think that I’m now correctly handling holiday shortened weeks.  The backtest page has been updated to reflect the changes.  The returns in the backtest period increase by approximately 80% and this method validates well when using 2007 data as an out of time walk forward.