Why does my algorithm for trading stocks keep getting beat by the market even when I follow a tried-and-true strategy and use high-quality data sources?

I totally understand your frustration - it's like you're doing everything right, but still can't seem to get ahead of the market. I've been in your shoes before, and I think I know what might be going on. Have you considered the fact that your algorithm might be too rigid, trying to fit the market into a preconceived mold? The market is inherently unpredictable, and even with high-quality data, there are just some events that can't be anticipated.

One way to combat this is to incorporate more human intuition into your algorithm. It sounds counterintuitive, but trust me, it can make a huge difference. I'd suggest taking a step back and looking at your strategy as a whole, rather than just tweaking individual components. Ask yourself: are there any areas where you're over-relying on math and under-relying on gut instinct?

Another possibility is that your data sources are not as high-quality as you think they are. Just because a data source is popular or well-known doesn't mean it's the best one for your specific needs. I'd recommend experimenting with different data providers and seeing if that makes a difference. And don't be afraid to get creative - there are some amazing free and open-source data sources out there that might be a game-changer for you.

Lastly, don't be too quick to give up on your current strategy. Sometimes it just takes a fresh perspective or a bit more fine-tuning to get things working. But if you're still struggling, it might be time to explore some alternative strategies or approaches. There are some really interesting new ideas in the world of trading that might be worth looking into - things like machine learning and natural language processing, for example.