The majority of the strategies commercially available suffer from this problem.

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Trading costs are something that few people takes into account on automated trading even when it affects a lot on the profitability.

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Sometimes we forget that the market can do whatever he wants and it's the EA work to react to any market behavior.

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The beauty of this is that you just need a quick look at any published backtest to check almost all of them.

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If you want to achieve long term profitability, there are some steps before committing real money to a given strategy.

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