Market Orders.

Did you try to backtest it with more data ?
One month is not enough (9 to 12 months minimum, and the more data you have, the better).
I don't want to be too pessimistic, but the avg win/loss ratio is not so great.
It's safer to have a small win/loss %, and a much bigger avg win/loss ratio.

Anyway, the backtests are just backtests, you'll have a better idea of how the system will works in let it trading live (on a simulation account).

doseone 

Market Orders.

Good. That will increase the realism factor.

I'm interested in learning more about this.

sam028 

Did you try to backtest it with more data ? One month is not enough (9 to 12 months minimum, and the more data you have, the better). I don't want to be too pessimistic, but the avg win/loss ratio is not so great. It's safer to have a small win/loss %, and a much bigger avg win/loss ratio. Anyway, the backtests are just backtests, you'll have a better idea of how the system will works in let it trading live (on a simulation account).

Sam,

Here are the results for 1 year back that's the best I can do and for fun I included the percent gain graph, it appears to have adjusted to the increased volatility quite well.

Like you said "backtests are just backtests" I will see if I can get some results on a simulation account.