So far I haven't found an equity or time-period that this thing loses money. I'm actually looking to refine it further with an eye towards starting an investment business with it, should it reach a certain level of robustness and average yield. It's in a basically proof-of-concept phase right now, but the results are encouraging enough to merit further refinement. I'm starting to drag more of my friends with advanced degrees in math into this, so I think it'll get there.
You're unlikely to get very far with an algo system as a retial investor. An understanding of the indicators that you're most comfortable with, mixed with an understanding of price action and volume, as well as a lot of actual time trading are more likely to do it for you.
Edit: essentially, use your algo setup, but have man made support and resistance levels as stops and entries to help with money management. It'll increase the profitability and minimize loss on false signals or lagging signals.
So far I haven't found an equity or time-period that this thing loses money. I'm actually looking to refine it further with an eye towards starting an investment business with it, should it reach a certain level of robustness and average yield. It's in a basically proof-of-concept phase right now, but the results are encouraging enough to merit further refinement. I'm starting to drag more of my friends with advanced degrees in math into this, so I think it'll get there.