Progress on the algorithm but ...

I found a technical indicator that works better than MACD on the tests I've done so far. It's call RSI (Relative Strength Index):

It doesn't generate as many trade signals as I had with the MACD test, and it does show a profit. BUT the profit only comes after a too-large drawdown of the account (over 60%) in the middle of the backtest sequence.

More research is needed! I'll update when I learn a bit more about the next step.

A book that looks helpful

I was googling around for help doing something in TradeStation's EasyLanguage and came across:

It comes with code in EasyLanguage and Python and I'm very much looking forward to taking advantage of it ... starting tomorrow!