Concept reminds of a prototype I built a while back in excel. I found some "research" that listed over 100 trading indicators sorted by effectiveness. (It said the EMA5 was best, btw.) So I put some stock data, and several "top" indicators into the sheet. I then made a simple and small neural network (trained via excel's evolutionary algo) into the sheet. The setup had the ability to assign weights to each indicator, parameters to each indicator, and set thresholds in the NN, all via the evolutionary algo. It seemed to curve-fit and would have long drawdown periods as a result. It would required a very creative and unconventional cost function to fix the problem, imo, but it didn't seem that it would be more effective (by a long shot) than what I was already using--even if I could fix the curve fitting problem...so I left the idea alone. Good Luck and keep us posted!