IMO "noise" is most likely the impact of Higher Time Frames (HTFs) pushing around the TF you're trading.
All TFs follow the same set of market principles, but the operation of each TF is to varying degree asynchronous to each of the other TFs. However conformant a TF is to market principles, the TF is always subject to an accumulation of async overrides from each of the HTFs.
The lower the TF you trade, the larger the number of HTFs pushing your TF around, adding more "noise" to each successive Lower Time Frame (LTF). There's so much more "noise" on a MIN05 chart than an H01 chart because the HTF pileup onto the MIN05 chart adds MINs 30,20,15,&10 (and others, via different time-partitioning approaches).
So trading becomes more complex with each successive LTF that you descend into. The complexity may be incomprehensible to the naked eye, at least in real-time, but that's a limit of the eye, not the sign of a random market.