In the attachment, you can see that it's the very early price action of this soccer match that's where it's all happening? As you'd appreciate, without the benefit of hindsight, you don't know which way it's going to break....lol...but that's the enigma we face every day? Double whipsaws, you name it, can and do happen. Not for the fainthearted.
You're right about needing lot's of "instances' running concurrently. That's where software and internet download speed can become a real handicap, in just coping. Last time I used MF, I gave up on it's integration with excel as it was too unstable. Other software coped much better. Not sure if anything's changed over the last couple of years with MF's development?
Probably a bespoke program using Python or suchlike could handle it better, but that's a mountain to climb in itself, if like me you're not that savvy with writing code.
Thanks again for your input.