Well, am forward testing newer system manually as am waiting for programming to be done by buddy of mine, but he a bit behind. I don't use ATR or Orderflow imbalance too much when scalping, they never decreased losses well enough to make a difference for me, so why use them. System uses no stops in beginning and in case of fat finger mistake, system stays in, much has to do with patterns I have been able to solve, market goes so far in time then plus one tick is mental stop, not going to share my first and only target, but half size is liquidated and rest stay with trend. But I have different scalping systems all with different targets and all average down, you get your losing percentages low enough, be a fool not to average down. My mental stops are 4.25 to 4.50 points, they are factored into size of swings and individual waves. I don't look at the market changing much at all, you day trade for over three decades, what you use to think markets change, they are only times that you have never seen before, after awhile it becomes all the same day in and day out. I even remember the day that S&P500 futures contract started to trade in 1982, FNN(now CNBC) was showing the pit and handful of guys in the pit.
But I never recommend for retail to trade without stops or average down, you have to have no emotions, have all the answers before the questions are raised for your system. You have to know more about your system than just about anything in your life as you risking your families future when you trade.
