Different technical trading systems consist of different sets of trading rules. These trading rules are carefully selected after series of rigorous tests to generate timely trading signals. Algorithmic trading works on the principle of utilizing the most suitable algorithm to the prevailing market condition to automatically executing appropriate trading signals. This research develops an adjustable moving average′ (AMA′) into an algorithm trading system that market professionals can use on model trading desks. It depicts the profile of an ideal algorithm trend trading system. This chapter methodologically tests trading systems for the purpose of developing one that yields high returns at low, controlled risks. A trading model should meet the following