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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...