sma's, ema's, rsi, full stochastic, williams%, cci, sometimes MACD (this indicator inspired me toward my top secret formula). All of these indicators lag, which is a problem (to a degree).
I used to compare (5 min scale) RSI(9) to CCI(100). I used to compare 5 X RSI(9) to CCI(100). If the CCI(100) was above this number, it was a go. Then I'd confirm with Stoch and Wm%. Finally, I'd move. But no real enter or exit strategy or philosophy. It was like looking at monkeys (see below). All that and it still didn't predict well enough for me. Then I did a far more complex analysis, read studies that were published, and the results were mostly winners, but I didn't really have a REASON or philosophy, I was just tying to find the needle in the haystack.
You could track 10 monkeys banging typewriters and find some kind of a weird predictive pattern (for a while, not forever). Eventually one would type the complete works of Shakespeare! All I was doing was staring at monkeys.
Then I listened to the GURU's who had "proven" systems. It's like the story about the GURU who sent out 1000 letters, 500 saying XXX would go up, 500 saying it would go down. The next day he'd send the 500 winners another prediction (250 up / 250 down). Then he send the winning half another letter (and so on). Eventually he'd have a small group of people who think he's a prognositcating God. But when you really track them, they suddenly develop an unexplained cold streak.
Einstein came up with his incredible work by performin THOUGHT exercises. No labs, no testing, no scientific data to pour over. Now I'm no Einstein, but I started thinking.
It boils down to this: buy stocks that are going up. Sell them when they go down. Keep the middle. Simple as E = mc^2, the most radical mathematics of its day.