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Quick reality check for scalpers whose average hold is under a minute.

Some brokers are fine with it. Some quietly widen, reject, or “review” accounts that look like HFT noise. I’d rather know the policy before I optimize an M1 playbook.

What I’m trying to map
1. Stated scalping policy vs what actually happens after 2–4 weeks of sub-60s trades
2. Typical reject / requote behavior on market orders in London open
3. Whether hedging / opposite positions / rapid BE moves trigger flags
4. Any minimum stop distance / freeze level that makes sub-60s math impossible

My current filter
• If I can’t modify SL to BE when tape is fast, the broker fails the use-case — even if the website says “scalping allowed.”
• If average trade is 20–40s, I care more about reject rate + slippage p95 than about a 0.0 spread screenshot.

Drop your broker + roughly how short your average trade is (no account numbers). Curious which names still treat sub-60s as normal retail flow in 2026.

Not financial advice — execution discussion.

Hi traders, hi LondonScalper,

yes, you are right, some brokers have problem with scalping.
Especially STP brokers, who are not hedged against market makers in short time.

I have traded 7+ years with IC Markets and no problem at all.

Sub-60s holds: read the broker policy cold

If average hold is under a minute, broker attitude matters as much as your pattern. Some books welcome it; some widen, reject, or quietly review accounts that look like noise. I map stated policy against what my deal history shows before I optimise an M1 playbook.

From Frankfurt I log reject rate, widening during my hold window, and any account emails that smell like activity review. Optimising entries on a venue that hates your hold time is unpaid research.

Rule: new broker or account type → micro size until the execution sample looks honest at your real duration.

I would rather slightly longer holds on a venue that fills cleanly than theoretically perfect thirty-second tickets on a venue that fights me. Execution regime is part of the strategy.

I ask support clear policy questions in writing before scaling. Vague “scalping allowed” marketing is not a contract with your hold-time distribution.

What warning sign showed up first when a venue disliked your sub-60s style — rejects, widening, or a “quality of execution” message?

PTScalper wrote: Especially STP brokers, who are not hedged against market makers in short time.

I'd turn that round a bit. A broker that genuinely passes your orders on to its liquidity providers doesn't lose anything when you win in 30 seconds, since it earns its markup or commission either way. The ones that get twitchy about very short holds are usually the ones internalising the flow, because consistently fast, well-timed orders are expensive for whoever is taking the other side. Plenty of brokers run a mix, keeping some clients in-house and passing others on, and an account can be moved between the two without any notice. Two clauses worth searching the terms for: a minimum holding time before profits count, which some brokers and prop firms have, and wording about latency arbitrage or abusive strategies, which is often loose enough to cover plain fast scalping. If those are there, the scalping-friendly banner doesn't mean much.

PropScalpDesk asked which warning sign shows up first, and on the one account where it happened to me it was fill time, not rejects. My median execution was around 40 ms for the first three weeks, then drifted to about 250 ms with no change in spread and no email at all.

That fits the pattern Fairman describes from the other side. A longer delay gives whoever holds the flow a window to see where price goes before filling, and on 35 second holds that window decides most of the edge.

I would push back a little on PTScalper's framing. Whether a broker labels itself STP tells you less than its own execution stats per account, which the decent ones will send if you ask in writing.

The clause I now search for first is minimum hold time. One prop program I read excluded trades under 60 seconds from the profit count entirely, which would have removed about 70% of my tickets.

None of this showed up on demo. Demo fills stayed at a few milliseconds the whole time.

What helped was splitting my log by hold time bucket. If the under 30 second bucket is where the slippage sits, lengthening those few trades costs less than moving venue.

On LondonScalper's point 4, the numbers to trust are in the symbol specification rather than the website. A stops level of 20 points means no stop or target within 2 pips of price, and on a 30 second trade with a 3 pip target that rules out most break even moves before they matter.

Freeze level is the sneakier one. Set to 10 points, it blocks any modify or cancel once price is within 1 pip of the order, which is exactly the zone where a fast scalper wants to tighten.

Both can differ by symbol and account type, and some brokers raise them around data releases. Checking them at the London open and again just before a big release on the same day tells you more than any support reply.

On point 3, the count of modifications deserves attention as well. Say a strategy averages six stop changes per trade across 40 trades a day, that is 240 extra server requests, and a dealing desk can flag that message ratio long before it looks at hold time.

PTScalper, did your average hold stay under a minute through those seven years, or did it lengthen as your style changed? That decides how much the record says about LondonScalper's question.

A moving average smooths price by averaging past values, which means it lags behind the market by definition. On a one-minute chart, that lag can be a significant fraction of the move a scalper is trying to capture.

A simple moving average of length twenty has an average delay of about nine and a half bars. On a one-minute chart, that is nearly ten minutes. If the strategy aims to capture a move that lasts five minutes, the average is telling a story about the past, not the present.

Exponential averages reduce the lag a little, but they trade smoothness for responsiveness, and they produce more false crossovers.

None of this makes moving averages useless. They serve well as a context filter, showing which side of the average price sits on, or as a dynamic level where price tends to react. As a trigger for entry, though, the delay must be built into the expectations.

A good exercise is to measure the average distance between a crossover signal and the actual turning point on past data, then compare it to the cost per trade.

A half-lag calculation helps in choosing a length. For a simple average, the lag in bars is about half the length minus a half. A length of ten has a lag around four and a half bars. Matching that number against the typical duration of a setup shows whether the average can keep up. If the move lasts three bars and the average lags four, it will always be late.

What moving average length has worked for you on the one-minute chart, and what do you use it for?