At the beginning I used to launch strategies on a 1-second TF, but I gave up soon since it’s so unreliable to me! As for slippage…. it depends on volatility, volumes and news, rather than on TF. If you trade from roughly 14:25 thru 15:00 (2:30 pm – 3pm CET) on NFP day, expect a large slippage, sometimes a huge one if news are really unexpected!
Robert, why do you say it is unreliable? I saw someone else also said short TF is unreliable. Is it because of high price fluctuation in short TF? Or is it because of PRT coding? If 1 second is not enough for PRT to run and execute the code then it could result in unreliable results. Do you agree?
