Kadip I suspect that you're applying 100% of available capital to each trade and then attempting to enter on the next bar. This creates a situation where the number of shares to be purchased is calculated on the setup bar, and the System Tester attempts to buy all those shares on the following bar. The problem is that the price might have moved up, and the ST cannot buy the calculated number of shares because it doesn't have enough capital. Therefore it abandons the trade, or holds it over until the price retreats if it's a "Good until cancelled" order. There are a range of solutions to the problem. My suggestion is that you code any entry delay into the Buy Order window and remove ticks from "Strategic" and "Delay order opening" boxes. This can be done easily by adding a Ref(x,-1) function to the output line. There are a number of things that you should know about using the Enhanced System Tester. Tom Sprunger has written an excellent article that can still be found in one of the Yahoo groups, and I've also discussed a number of the problems in the MetaStock Tips & Tools newsletter. Most of the percieved EST problems have solutions, but you can't apply the solution until you're aware of the underlying issue. If you're using the 8.0 version of MS then get the free 8.01 upgrade before you try to fix anything. 8.0 has real problems, and the only work-around for most of them is applying the upgrade to 8.01. Roy MetaStock Tips & Tools