Most of our customers have been trading the futures market: CL (Crude Oil Futures), ES (E-mini S&P 500 Futures) and GC (Gold Futures) being the most popular. Others common instruments traded are NQ (E-mini NASDAQ-100), 6E (Euro Futures), TF (Mini Russel 2000 Futures) and YM (Mini-sized Dow Jones Futures).
A few are using it on the Forex and Equities (stocks) exchanges as well. We haven’t focused on those markets ourselves but we hear it performs just as good as futures when tuned adequately.
You will need to decide which markets meet your preference inclusive of time zone. Ideally one market as a start and more when you get more familiar with the strategy (there are no limitation on the number of markets you can trade simultaneously).