I developed an automated scalping system that can scalp futures or FX. So far I have traded DAX, NQ, YM, CL, EMD, SI, FESX, ES, ZW, and ZS from 9:30 to 12:00 ET. The software runs on NinjaTrader and coded in C#. TradingTechnologies is the datafeed.
I have watched this system trade in Sim...