i hear what you mean. i find a lot of the trappings of the trader universe like emas, donchian channels, and marking a chart up with every possible fibonacci retracement to be a little distracting.

i work with a small set of classic indicators including the ones presented in the OP, as well as volume data, and fractal analysis, which is related to Elliot's wave model. fractal analysis attempts to find consistent patterns in the price function which can be used to better understand the "price environment". these patterns include triangle consolidation patterns, double-tops, cusp-tops, and bubble patterns (oscillation model). as for classic indicators, i find that the best indicators are the ones that incorporate volume heavily into the algorithm, because volume is one step closer to the inflow/outflow data you talk about.

and while i'm sure that these data would be a useful indicator in some sense (i'd expect it to look like a transformation of the mass index, peaking at times of of market uncertainty and reversals, correlating with peak in- and outflow), i think actual trade volume is far more important. i have often said that the only two important sets of data are the price function and the volume. i treat these data alone with a scientific approach and strive towards the simplest models that are effective at anticipating price behavior.

that being said, i have found empirically that they have "yielded returns better than chance during the time period which i have employed them". the problem of induction, of course, forces me to consider that this may simply be due to chance so i'm not claiming any superpowers here regarding predicting what is an inherently stochastic function, the price function.

--arepo