WLD, it won't be just a display of my market "prowess" but possibly it may indicate the maximum potential of T/A as far as superior market gains when trading EOD only...
my "magic box" will give signals at intervals that are likely to very much surprise you...but, modifications may still be required to fine-tune the system...I really wish there was more science/math/stat to it whereby one can achieve larger gains through more sophisticated/complicated systems...using neural nets, genetic algorithms, stochastic processes or what have you...but that seems NOT to be the case...
I have to say that I have finally discovered (after months if not years of effort) how limited is the usable info that T/A provides...generally speaking, T/A is like folk medicine, that is a scientifically suspect body of knowledge but with a few hidden gems with real scientific merit...
in fact, in the context of EOD trading, after my analysis I doubt that even a neural network can add value here...there is just not that much to work with really...it's just dynamic probability distributions that do look like random walk a lot in the aggregate but with a few "persistency" or autocorrelative features in a certain sense...after all it's not a pure lottery/casino...the human traders base their decisions on fundamentals and "sentiment" thus "stabilizing" the markets...in this context, I now also see the genius of Richard Dennis and his "Turtle Trading"...
of course, these few simple ideas I have can be ported into smaller time scales like hours, etc. to trade very successfully intraday...this, I suspect, is the reason for successes of all those famous futures traders...they also have very simple systems like mine but they can achieve possibly larger gains (??) due to higher frequency of up/down market moves...
