Hi Conrad,
Yes, to my mind, those are 2 excellent features of Vortex.
1. For the purpose of the simulation, I used a Cash Reserve of $0, and Stock Value of $10000 (so, initial PC = 10000).
2. For backtesting purposes, I allowed Margin of $20K.
3. Yes, commission at $27 per trade, or $54 per In/Out cycle, is correct.
4. I used daily data.
I am sure that Vortex will handle it well. Separately, with live investments, I am of the view, probably similar to yours, that judgement is required, regardless of what type of AIM variation is used.
Regards,
Jack