Looking further into my system I see that during periods of low intraday volatility, ATR, daily range, it doesn't work so well. It hurt to see that. This sucks as it looks now looks like the market is going toward low volatility/ATR. I don't see much opportunity with these flat days, at least with my method. I don't do overnight. Why is it so hard to design a strategy that will easily extract huge quantities of money from the market automatically in all conditions?