Fuzzy, I get what you're doing. It's tricky in FX because you're lacking volume information (tick vols mirrors price to the extent you might as well use price) so you've only got a few sources to go on - price, retail sentiment, and order flow data.
I've only recently managed to combine the three into anything resembling sensible; it's an enormous task. My advice would be to start with one input alone to begin with using market logic to determine how to use the data.
Also you said the big dogs always win. They certainly don't - big money isn't always smart money. Institutions are fighting one another for the same goal; you need to establish which one is more likely to win.
I've only recently managed to combine the three into anything resembling sensible; it's an enormous task. My advice would be to start with one input alone to begin with using market logic to determine how to use the data.
Also you said the big dogs always win. They certainly don't - big money isn't always smart money. Institutions are fighting one another for the same goal; you need to establish which one is more likely to win.