[AlphaTrader]

Must agree with you SoundFX i dont like blackbox systems.
Here is a quote from Joe DiNapoli on non-judgemental black box systems.

"WOULDN'T IT BE NICE...
1. Once you have the development in place, your research and your work is
over. Your trading system is fixed, stationary, and immutable. Stress is
non-existent since the decision-making process is out of your hands and in
the purview of a machine. Thorough and precise (hypothetical) testing
techniques have left little to chance. Everything has been taken into
consideration so your confidence is strong.
2. You can arrange for signals to be implemented by a hired trader or
broker and thereby avoid the tedium of monitoring the markets yourself.
3. "It" - i.e. the "system," the "program," the "solution" - can generate an
' adequate income flow which will enable you to go to Fiji and stick your
toes in the sand. Perhaps "it" can even pay the alimony and child support
while you find a new soul mate to take the place of the dent in the bed.

THE REALITY...
1. The work never ends. When system historical extremes are exceeded,
you're back to tweaking, testing, and massaging the parameters.
1 A. In fact, you better have two independent systems, or
maybe three, or four, to even out the equity swings. Oh
yes, there will not only be some tweaking and
massaging, it's more likely that outright replacement of
a system or two will occur, as one or the other goes
sour altogether.
IB. What about stress? You don't know stress until
you experience pervasive impotence. You feel utterly
helpless to effect results as you watch your system(s)
dictate one absurd order after another. You just know
that profit is going to evaporate and go to a loss. When
that happens, you can't do anything but watch and obey
the signals it generates. Hey Mack, pass the Maalox®,
NOW!
1C. You learn that the $100 for slippage and
commission you thought was extravagant, was in fact
sorely inadequate. You forgot about limit moves, 40
tick runs without looking back, worst possible fill
situations and.... The data you did the testing with was
thought to be okay, but really wasn't all that good.
Your confidence in your testing techniques is hitting
new lows along with your account size.
2. The broker you have executing the trades seems to be missing entries on
some of the biggest moves and ... why couldn 't he get that stop right! Or,
the trader you hired can't help but put his vast experience (one year) to
work "improving" what you have struggled so long to perfect.
3. The only way to get enough capital to properly fund four systems over
the 15 futures contracts you have found necessary to trade for adequate
system diversification, is to take in, and manage money. Now you have
disclosure statements, CFTC (Commodities Futures Trading Commission)
oversight, a staff, and more NFA (National Futures Association)
compliance issues than you ever dreamed existed. You thought a
corporate tax return was hard to comply with? Now the manure is so
thick, you wonder if the daisies you planted will ever have an opportunity
to germinate, much less see the light of day."

All the best