Oda, in your experience, how have 18/45 hourly held up? In my experience it's one of the most profitable, especially on BTCe.
I never tested anything on BTCe, but for mtgox:
I'm assuming 1% fee. Without treshold, poorly (minus 3%, on my May to August data). With -0.2/0.2 treshold, pretty good, +30%. But lots of trade signals (25). Too much for my taste, I guess.