It is. Entry exit logic can be tuned to minimize trades. But would rather have it trade on average twice per day.
less trades, less chances of getting screwed on both entry/exit fill. So worst case scenario if you loose a tick on both entry and exit. What would the results be still.. 5550 - (104 x 25) = 2950.00/per contract before commissions in 240 days. Accounting for 2 tick slippage on market orders. 686 x 25 = over 17K exceeds, the pnl generated in the higher frequency. So slippage of 2 ticks kills strategy.