I tried my hand at algorithmic trading. It was an interesting experience because I have no experience with stocks, only trying it with digital currencies as a p

I tried my hand at algorithmic trading. It was an interesting experience because I have no experience with stocks, only trying it with digital currencies as a possible platform to eventually move to my portfolio. I found that the bot was just dominated by larger overall market movements. For example in the bull market, nothing I can do wins! It was an interesting lesson and I like how the markets run 24 hours. But I wonder what the end game of algorithmic trading is. Everyone can't run the same algorithm can they? My naive approach was moving average crossover, and using neural network or random forest, to train based on what the market looks like, to pick the "windows" for the EMA. Anyone else tried that?