If prices are not involved in any of the algoriths here.. you could say no one knows the basics of markets… Markets are prices, in fact markets are based on prices. I will show you a graph, with prices…[http://tradeelliot.blogspot.com/2016/02/comex1.html] Enlarge it and you see prices, look further and you see patterns in these prices… Patterns, that's the 'magic'.
Learn the basics of markets!, patterns. Algorithms are nothing more than a fantasy of human, a stupid approach for getting markets understood, if you ever wondered why you can't get your algorithm work that's the reason…
Anyway, an algorithm based on this 'information' isn't possible, so stick to the algorithm thing..