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Because the data is so detailed, I am able to tune the algorithm in a way that should provide a significantly better return than the algorithm that I am currently using. But creating this algorithm is very time consuming; so far, I have covered just the first six stocks in about 10 days of work. I am aiming for at least a 95% accuracy rate in these mode transitions and I am gradually getting there, but if I don't achieve this by the time I finish all 18 stocks, I'll have to analyze more data until I get sufficient accuracy in the algorithm.
So that people can have a glimpse of what's going on, I'm publishing the current draft of the algorithm that deals with mode transitions in The Trading Algorithm discussion thread, specifically in this post.