Many of my EA's use multiple entry's then 1 profit exit so they trade a lot. But there is so much work making models and testing them as you know.
To give you an example tonight.
I came up with a new idea around 6pm after the All Blacks game. My idea was to build a trending model using multiple EMA's. Nothing ground breaking here but I think the idea is good. Now its 1.38am in the morning and I have the model build, and testing it on 20 pairs on different time frames. I hope to stop soon as enough is enough.