hey guys... having a great time with ninja trader optimizations, system design, etc. Anyone out there with auto system trading experience perceive the varying performance on the same system on different time frames as a weakness or inevitable reality of system design? I did a little form fitting, and designed my scalp/intraday system around a 3 minute time frame. It performs well with the same parameters (not as well, though) with 8-10 minute, 15 minute ... but certain zones are weak. and curiously enough a 180 second (=3 minute) reveals flat performance. does this tell anything? I assume intuitively that time frame fitting has more to do with capturing the speed of movement and volatility that a market's mood is currently in. Correct? so should this be of any concern to the idealists who say perhaps a great system should be able to work across different time frames with similar parameters? just casually thinking about it, to me it makes sense that a system that works on 3 minute bars will fail on 20 minute bars since entirely different profit targets, stop loss sizes, and movement ranges usually occur on those varying time frames. any *constructive* comments?