good discussion here.

personally i do not think NN, genetic algos, crazy models lead to the holy grail.

even with a simple MACD crossover, one can be successful. You dont have to automate everything. I admit i was once obssessed with the idea that you could have your computer make money for you while you sleep. Why do that when your money can work for you. You dont have to take profit everyday. I just set entry, let it ride, and always use SL to filter out mediocre entries. Enjoy triple digit pips, with less work.