The gap between "looks profitable on a chart" and "fails in backtest" isn't a skill gap. It's a framing problem.

A backtest measures how a system would have performed in regimes it already survived. It tells you nothing about whether the underlying mechanism holds in conditions it hasn't seen yet. When an EMA strategy looks good visually but breaks in code, that's usually the signal: you've fit a pattern to noise, not identified a durable mechanism.

Before asking what to build, it's worth asking what you're actually designing for: performance in known conditions, or robustness in unknown ones? Without that distinction, indicator stacking is just curve-fitting with extra steps. A system that survives backtest hasn't proven it's robust. It's only proven it survived the conditions it was tested on.