Hokay,
With regard to the above change in the method used to calculate the SIS Trailing Index SAR:
I've checked this on all instruments available to me now and the change DEFINITELY results in you getting FAR FAR fewer false SAR signals BUT (there is always a 'BUT' isn't there) bear in mind that this ALSO increases your potential drawdowns CONSIDERABLY so just make sure that you take this into account with regard to your money management rules. I'm condifent, however, that this change brings the SIS Trailing Index SAR 'in line' with 'the book'.
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