alright, I don't know how many "professional" traders there are on HN but I spent a good part of my life doing prop algo-trading on Wallstreet. The assumption

alright, I don't know how many "professional" traders there are on HN but I spent a good part of my life doing prop algo-trading on Wallstreet. The assumption that most trading systems are in VBA is perhaps valid for small or retail, but I can tell you that serious algo shops (trading desks, hedgefunds) run clusters of GPU harnessing CUDA with matlab, and R plugins, C++ etc. When/If you try this with real in the real world, you will encounter something called, "slipage" - slipage is the price the trade gets executed vs. where you thought it would be. This is due to various factors like the bid-ask spread, liquidity in that moment, order size, route, vol, etc you got the idea. As you said this is an algo system and in your description you do emphasize the diff between HF and algo. The strategy is simple and could work as any other strategy but any algo system like this needs lots of capital to make a decent profit, and when lots of capital is in question it needs to be redundant when things go haywire - and haywire go they shall. So the key assumption seems to be: >buy stocks that are going up intraday and sell them higer to be blunt it seems interesting, and I would encourage you to work on it further because complex systems rarely work right. but also bear in mind that its not any different than a candle stick trading strategy, or ichimoku clouds. The key is how fast you converge to usable parameters (time,money,trades), if you can do this fast the underlying strategy can be a multitude of things, and thats my 2 cents...