One limitation that is a bit annoying is the 100 limit on optimized results in the optimized results window. If we want to test something that holds for a long time then really we need to run as many strategies as possible so as to catch every trade possible. I just tried to run a test with a strategy for every day of the week and also every week of the year so 6 x 52 = 312 strategies but obviously I only get to see the best 100 and the other 212 are dropped from the results. So we would need to run several tests with just 100 strategies in each. What a pain that will be.