I guess after reading all these posts, I would provides bit of my insight.... It's not the data feed nor will any higher level of broadcast improve your results in live market. As a general rule of thumb.. Any TA based Algo can be at best right at 60% if the times. Usually in back test, we look at being trading always same quantity for buy and sell as and when the signal comes. Then usually to get better results we keep optimizing the parameters and do not realize that we are back fitting the data... The biggest difference that you can really make in live trading by using the simples of the algorithm is to focus very strongly on position management. Position management is the key differentiation in being a successful trader and an unsuccessful one.