Interresting Paul. I’m using 1s now too and trying to figure out if I have overoptimised or if it will work in real life. Will try on Monday and will let you know.

Regarding trailing stop, would it be possible at all to start 2 positions (as separate orders) and activate one with trailing stop 2 (fast) and let the second run with trialling stop 1 (slow)? If that’s possible, maybe that’s worth exploring?

As far as I understand one can not partially close a position started off from the same level, but if one order is filled 1-2seconds after the first one maybe that can be done?