Okay -- thanks. I will experiment with a custom indicator with more narrow limits.
However, I think I'm still missing something. When back testing with about 8000 bars and N Bars set (by the generator at 1023) the resulting chart and statistics show hundreds of trades. And 'N Bars Exit' is the only closing logic. With N Bars set so high I would expect 0 trades -- yet, trades are still closing.
Ohhh - you know what? A light bulb just went on. I think I know why the trades are closing -- I always use SL and TP in 'Strategy Properties' and those are creating the close signals.
I wonder -- is it possible to add either another statistic or visual cue that shows the proportion of trades that close using SL and TP? Right now I can't tell whether my closing logic is really smart or actually doing nothing. In my case I guess it really wasn't doing anything -- but I'll fix that by following Blaiserboy's and Popov's advice.