Quick update, using some ninja coding skills I just downloaded all the data of all the ftse 100 companies from yahoo finance in 3 minutes without needing to know the name of any company. Pretty tired now so I'm going to run my algorithm on all 100 companies tomorrow and see how many are profitable.
good luck with your research.
good to see a positive, learning attitude, rather than asking for things on a plate.
as an exercise, you could just run your algorithm on the first 7-8 years, see which ones are profitable, then run on what remains of the 25 years data.
And then see if your "profitable" ones remain profitable over an extended time.
I don't know if you have optimised the settings for your signals, but then tweak them and see if the results are wildly different. (unless you have already tested for robustness, ie, a small change doesn't give rise to an unusually large difference in returns)
I think your hard work will pay off.
As an aside, I got round the whole trend/range problem by assuming that if price has started to contract, and the highs and lows are within a defined range, I treat the market as now in breakout mode, and trend-mode is off.
However, I have to suffer a couple of losses before I look deeper.