If what you are doing isn't working change what you are doing. Be proactive and take action. When something works keep it and refine it further. When something doesn't work stop doing it. Develop simple trading rules and follow them.
Trying out a new indicator or using a new set of moving average crossovers is not refining your trading. Limiting your trading to periods of high volatility and liquidity when your chances of success are higher is refining your trading. Taking a short trade as price goes overbought on a 1 hour chart after a buying climax ends on a weekly chart is refining your trading.
Limit your trading. Develop your trading mindset by waiting patiently for price to come to you. Use "If Then" scenarios. When you use "If Then" scenarios you will screen out many losing trades and start a habit of being patient and not impulsive.
Instead of spending your time analyzing historical price action trying to find a way to accurately predict future price movement spend time analyzing your trading activities, how you think about trading, process information and then act. Focus on what you are doing not what the market does. This shift in your approach should benefit you. The market is going to go up, down, or sideways with or without you. It's not what the market does that is important-it's what you do. What you do determines whether you gain or lose. The market is totally neutral-you either take money out or put money in. You need an edge and rules which gives you a structure and consistency to your trading.
Trading is a probabilities game. You need to put the probabilities on your side. You need to enter and exit the market with a profit repeatedly. You need to get a percentage of the profit that Smart Money is now getting.
Before you take the next trade spend some time thinking about how you could improve your current results. The winning trades are in your chart. You have to find them. Thinking helps you to understand that there must be a better way and you need to find it. Finding a new broker, a new trading platform, or a new indicator is not usually the answer. The key to improving is to figure out what is going on and patiently limit your trading to when the likelihood of success is highest.