I have read this article in Sep2003 issue of stocks and commodities about day trading emini with p&f. Strategy looks ridiculously simple and execution chart has shown profit of 55 points by trading only one contract. It is stop and reverse strategy. Article shows 32 trades on 1 min chart. I have used the same settings as mentioned in the article, but never came close to 32 trades, it always goes to 60+ tardes a day for the past two weeks which is not humanly possible, but have to admit it incurs no losses and you catch the bottom of the trend if you are fast in executions and fills. You need automatic execution system. Is there anybody who may be trying this strategy, or knows about automated strategy trading.