Doing the same, its quite unnerving sometimes but it works...
But for me its actually only one third of strategy (and I use combined DOM showing cumulative bid/ask together with avg. on during last 10-20 bars depending on market)...
My issue is that sometimes it can go wrong and without SL...
RRR: don't have any:))) I do go for what markets offer, no hard stops, no PT's...
W:L ratio, around 85-95%
Have the charts up all day starting with FDAX open at 9:00 CET till around 20:00 CET finishing with CL & ES....
But usually I can't stand more then one straight hour (about 5-6...