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Profitable Algorithm to trade on the Stock Market

So today I decided to do some analysis of stock market data and try to see if I can find an algorithm to trade in the stock market that actually makes money in c++. Not so much about money since my numerous attempts in the past have all been a failure but mostly because I find it kind of enjoyable to try and see if something works.

Case in point, after writing a very simple algorithm I noticed that it actually was making money. So I was both delighted and skeptical about it. I tried a lot of different stocks and in all of them it had made a profit.

So since I still have strong doubts about it I wrote this post for confirmation that this is actually not a viable trading strategy.

The algorithm is as follows:

if lastDayClose < thisDayOpen:
     buy
else:
    short

(Essentially we buy/short at the start of the day and then before the market closes we close our positions)


Here is the C++ code (I am sorry for posting C++ it just so happened that this was the language I picked up when I started writing the code)

#include <iostream>
#include <cstdio>
#include <stdio.h>
#include <math.h>
#include <vector>
#include <string>
#include <unistd.h>
#include <fstream>

using namespace std;

int main()
{
	ifstream fin;
	string filename; // Name of the file to open. The File contains the open,high,low,close,etc. from Yahoo Finance
	cout << "Enter name of file: ";
	cin >> filename;
	fin.open(filename.c_str()); // Open File to read
	vector< vector<float> > data; //Vector of vectors aka Dictionary in python to store prices
	while(!fin.eof()) // Fill in the Vector of Vectors
	{
		data.push_back(vector<float>(6));
		for(int j = 0; j < 6; j++)fin >> data.back()[j];
	}
	// data[i][0] -> OPEN
	// data[i][1] -> HIGH
	// data[i][2] -> LOW
	// data[i][3] -> CLOSE
	// data[i][4] -> VOLUME
	// data[i][5] -> ADJ. CLOSE
	fin.close(); // Close file. We are done reading from it.
	float startBudget; // get starting budget
	cout << "Enter a starting budget: ";
	cin >> startBudget;
	float fee; // Transaction fee to buy/short a stock
	cout << "Enter a transaction fee: ";
	cin >> fee;
	float budget = startBudget;
	float lowest = budget;
	bool buy;
	for(int i = data.size()-3; i >= 0; i--)// For each trading day
	{
		int n_shares = 1; // Number of shares to buy/short
		if(budget < data[i][0]){
			cout << "BROKE" << endl; // If we don't have enough money to buy more stock stop
			cout << budget << endl;
			break;
		}
		if(data[i+1][3] < data[i][0]) // Buy if lastDayClose > thisDayOpen
		{
			buy=true;
			n_shares = 1;
		}
		else // else short
		{
			buy = false;
			n_shares = 1;
		}
		// if buy==true then add the difference of todayClose-lastDayClose. Else subtract it since we short the stock
		budget += buy ? data[i][3]-data[i+1][3]*n_shares : (data[i][3]-data[i+1][3])*(-1)*n_shares;
		budget -= fee; // Subract transaction fee
		if(budget<lowest)lowest=budget; // Keep a value to show what the lowest amount of money we had at a given day was.
		printf("Budget: %0.5fn", budget); // Print the current budget to the screen
	}
	cout << "The percentage return is: " << ((budget-startBudget)/startBudget)*100 << "%" << endl; // Show the percentage difference
	cout << "Lowest value of budget: " << lowest << endl; // Show lowest amount of money we had on hand

	string exit; // Ask from user to exit
	while(exit!="exit")
	{
		cout << "Type exit to close" << endl;
		cin >> exit;
	}
}

Any kind of feedback is extremely appreciated.
Special thanks to Harrison for introducing me to Data Analysis.