It always does, but here's the thing. Remember the false positives and false negatives, if you have one of those and an active trade is placed, then a winner comes along but you are in a trade the winner will not fire, and it knocks out the sequence.
Take a strategy and hardcode it to starting at different times, you will get different results as it's a domino effect, one mistake and it rolls on to the other trades. So how about putting on every trade you come across, yes, but your margin will be hit and brokers don't like both long and short at the same time, it will turn to spaghetti and cause a tailspin.
You are presuming the markets haven't thought of this scenario, of course they have and on top of that you can be sure they will make money off you for it! In effect the markets are perfected to perfection, although even the institutions get caught out sometimes which causes a flash crash. So on top of the strategy you also have timing where you need to 'reset' so your automation can have a clear run, when you 'reset' makes the difference between success and failure and that margin is barely visible.
If you watch Formula1 then you have all the answers you need, one small mistake in one corner leads to loss of downforce, wrong apex and bad drive in the following corners, that's the markets! The only way to see this is to build some strategies for yourself, instead of finding the perfect platform pick one that looks reasonable and fire something up, it will be a lot more clear.
