Automated Trading

I don't know how many of you have tried using automated trading systems (whether pre-made or self-created), but I know that most everyone has dreamed about having one turn a profit for them. I have spent the past few days getting back into Ninja Trader. It's a simple, free (for non-live uses) automated trading program that allows you to backtest any historic data you may have against your trading system. Of course, configuring your own profitable trading system is the hard part.

Here are some of the technical indicators I am using:

EMA crossovers; 4, 8, 21 period (looking at 5 and 10, as well)
RSI: When a crossover occurs, I like this above 50 for long, under 50 for short
ADX: This helps limit entries during consolidation, rapid crossovers, etc.
Stochastic: under 30 to go long, above 70 to go short.

I've ran this system on the S&P500, the DOW, and NASDAQ100 and the profits outperform the losses by 30% or so.

Anyone have a system of their own they wouldn't mind sharing, or maybe some ideas that work well for them?

Take care.