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 In that case I think it’s more productive to write-in the person that you would like to be president. This at least sends a message similar to voting with your wallet. 
 No it doesn't. The way to send the message is to NOT VOTE in the Presidential election since your vote will always be outweighed by states where votes aren't counted. If you live in a state where votes are counted, you might want to vote for governor or congressman or something where your vote does count, but you should signal that you're aware the Presidential election is a sham by not casting a meaningful vote on that part of the ballot. 
 Not voting for a presidential candidate doesn’t do anything. People can abstain for ideological reasons, but nothing is really being communicated. If you vote for a third party or a random person you let future candidates know what you want to see and what they can do to earn your vote. 
 Voting for a third party for President tells them running in a fake Presidential election can get your vote, and with your vote likely comes some of your time and attention, despite the fact that the election is fake since most people just pretend all votes are counted while several states don't count them.

Voting down ballot while writing in nonsense for the Presidential part of the ballot, or leaving it blank, sends the signal that you aren't pretending to recognize the federal government and your interest in local politics is only focused on resistance.