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I'm not a fan of back testing trading methodologies. There simply isn't enough data. Albeit, that's what funds always want to see. The entire book Technical Analysis from A to Z I always thought was a bit silly.
Now, an AI bot that has a possibility of working must include input from current news sources, a feel for economics, the public mood, current conspiracy theories, politics, listen to all the touts -- not to believe them, but to understand how those that do believe them might react -- understand that certain institutions heavily influence the markets. Of course, give them too much rein and they will influence the markets they use.
"I don't think outside the box; I think of what I can do with the box." - Henri Matisse
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