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?
Try to use Bancor, and you don't need to place bids just to sell or buy as they have a feature that automatically process your sell/buy so you don't need to wait for your orders. Well personally, I find this comfortable to use plus of course there's no trading fee, you just need to pay for withdrawal fee which is a normal thing to do.