Abstract: The invention is an algorithm that creates a technical analysis based trading system for a given market security. The trading system created provides a market trader with signals of when to buy and sell the given security. The algorithm searches for the most profitable indicators by testing them against quantifiable data of the selected security. It also factors in the user's risk management rules or trading style. Each indicator is tested using a series of three filters, each filter increasing in complexity. As an indicator fails filter one or filter two, it is deemed unprofitable and discarded from the search. This filtering approach allows a computer to perform a smart exhaustive search, using brains and not just brawn. Performing this type of search, the algorithm comes to the same conclusion as a normal exhaustive search, but uses much less computer processing time and power.