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Edit: As another thought, has anyone engaged in developing an algo that would trade like this...would face the same challenges.
As titled I am wondering if anyone has tried (or succeeded) trading very short time frames. I'm talking seconds, and just a tick or two. It seems like (with the ES anyways) it would be hard to overcome the effect of commissions on your returns. Also if you were just scalping for one or two ticks any stop loss would lose an extra tick, necessitating a very high win % or r/r to be profitable. Thoughts?
Most of my scalps are under 3-5 mins
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