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?
I tried using Bitmex and when you do buy bidding it will really help you from your fees. They would even pay you with that. I don't know about other trading platforms.