Originally Posted by
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There is a general belief that price in reduced timeframe is noisier than price in greater timeframe. While sound exists in different timeframes, I assert that the degree of sound is in ratio to the timeframes. I.e. the greater is that the timeframe, the larger is the noise.
Different time periods in a day do have different characteristics, for instance, the volatility of London available is greater, as well as, rollover time. News are more likely to be released at some time periods, etc.. An intraday trader has to take notice of all of these, and shouldn't...