I have developed a profitable day trading strategy using neural nets and is very consistent. Works great but the problem is it takes only small profits $1 to $30 based on 1 BTC traded in and out. So any fees would kill it.
Is there any exchanges that allows to place market orders (buy at ask and sell at bid) without any fees? or crazy wide spread?
The exchanges with no fees are highly manipulated because nothing can stop from doing fake transactions (matches bids and asks) there.
So you should double check your strategy and if it requires margin trading then exchanges with zero fees are not suitable.