A lot of traders pride themselves in creating a personal trading system/strategy. I personally don't care if I trade a strategy that I created or someone else's as long as it makes money, but I do understand the sense of fulfillment that is felt for those who are able to create something new that is profitable. Although I have never created something new (and who knows if there is anything new left) I do have a few systems that I was given or read about in the past that I occasionally play around with (adding my own little tweaks and whatnot). Due to my personality I am never content with standing still, therefore I am always looking for a way to make my trading better and more efficient. So I am constantly going through systems that I use and testing new parameters and filters on them to see what kind of difference they make. For me this is an exciting, yet very frustrating process.
Anybody that has created a system knows that it is a long drawn out process. First you have to think of what you want to do, then you have to apply it to a chart, then do an eye test to see if it's worth testing. If it is worth testing then you have to go through enough past market data to get quality information. Then you take that information and come to conclusions on it. Long story short a lot of the time this process ends in failure. Actually I should rephrase that, not failure but, not in a system that is ready to trade. Therefore after that initial run through you usually end up adjusting, or adding something that you think will help out the strategy. And once you have a new set of parameters in mind you have to run through the entire process again.
If you're looking for a quick fix, then this process will be really annoying and frustrating, but if you keep your sights on the bigger picture then, you'll realize that each "failure" brings you one step closer to finding the process that works. And that only needs to happen once in order to have long success.