In our related series of articles, like Self-Optimizing Expert Advisors, we discussed an unsettling truth: even when you follow all the “best practices” in algorithmic trading development, things can still go horribly wrong. Briefly, we observed that practitioners using the RSI according to its standardized rules, may wait several months without the indicator generating any of the expected results. Resulting in trading accounts that are exposed to more market risk than what was intended. ...