Hi guys, I have been studying now about rule based automated trading for about 1 year aside to my job. I consider myself somewhat familiar with algorithm design and programming. I am now using tradestation and have been designing all kinds of simple trading systems in Easylanguage, which are all based on indicators, some very simple, others more complex. I have tried trend following, break-outs and purely indicator based systems. However, with input optimization it was easy to have positive backtest results, but I never managed to come up with an algorithm, that can consistently show even small profits on more than 1 symbol. Now I would like to ask you, if there are any people here, who made it happen and have such algorithms running. I am not asking to reveal anything, just let me know, if it's possible or not. My expectation is that it should be possible, or else I would probably say that the market is really random, which I do not beblieve so far. Also since most trades today are automated trades based on Algos, so there must be working Algos. Also I would be happy, if anybody knows some goo literature about rule based/algo trading. Looking forward to your input!