Hey Bart,
I tried before but then I figured that there is no volatility there. Also, the shares are driven a lot by news, releases, different events for the companies which means that price patterns really do not repeat there.
In Forex we have similar(not same) patterns and it is much easier to use the strategy builders to generate EAs on Historical data.
Anyway, EA Studio will generate EAs for you but once again I would stick to Forex.