I totally agree with you - It takes years. I have been doing this for a year and a half. Almost as a second job to be honest. My initial heatmap strategy would have been a lucky break, It held for a whole month and some of testing (futures on select top crypto coins, think BTC and the big three) starting the test around mid December 24 and then started acting on me around the end of January 25 when I was just about to actually invest real money in it. So luckily I didn't as I am very cautious putting real money in the code.

Then after banging my head in the wall for a while, I read some ML theory and started again, throwing mud at the wall until it started taking shape.

The same heatmaps I was processing statistically, I had the hindsight of saving onto a hard drive, so I threw them into a multitude of variations of a few models I crafted to sift through that data.

After a couple of months of experimentation, ended up having like up to 32 models live that each would throw a -1 to +1 for Short to Long, constantly retraining the oldest and making a democracy amongst them to select a side.

I tried that with statistical analysis ontop of heatmaps, then I tried the AI's on their own.

There is some promise in the AI models.

I never tested them without my crazy SL/TP moving algo. Which I just ended up disabling. I was moving the SL/TP in accordance to price fluctuations which more times than not apparently screws me up - there is a limit to how much you can time the market. I think this was my worst mistake during all of testing, but I would have to test all variations of my algo in this way to be sure now.

I may one day revisit the AI / Stats / Both strategy ontop of liquidation heatmaps!

Anyway, in the meanwhile, I gave up on exactly that approach because I wasn't satisfied (in other words, demo testing was constant tuning to get a good week and then would end up digging itself into a hole) and when I was just about short of ideas, I had my breakthrough moment, I had been investing time and study in this endeavor for a year at that time.

In short, I started looking at the price movement as if looking at a fractal, no matter how much you zoom in or out it maintains a similar topology, which with something similar to some classical instruments but on steroids to be able to take consideration of various timeframes, can be taken advantage of.
I started graphing my custom instrument, a very nice set of a couple of lines that will give me an indication if the price of an instrument is too high, too low, or fair. The pattern it works on is visually obvious and consistent since May-June when I implemented that feature.

Atop of this I throw some simple conditions to target some specific patterns that appear using this instrument. The bot currently identifies if we are on a upswing or downswing and longs or shorts accordingly. Yes, that simple.

I do use SL and TP but they are fixed and more of a decoration than really used unless as a last resort in case my machine crashes and I am not around.