See my post above. There may be "super-traders" that successfully play such complicated short-term trading strategies, and they may take money from less sophisticated traders; but, averaged over all traders, short-term trading will always be a losing game.
I'm curious what you think of poker and how it compares to the argument you are making.
Poker where the house [exchange] takes a cut [rake;
playing trading fee] is a net-negative game. Should be self-evident--the money in the game comes only from the players, and the house takes a cut.