When was the last time these magic lines worked out? The ones I remember stumbling across on this board seemed to have a failure rate of 100%.
Any reasoning as to why assume linear behavior? Isn't the "take first order lol" approach intended for infinitesimal time-steps? It would be much more persuasive if someone added an argument; preferably not "Look, it worked after all, on the 29th and 48th attempt it was almost perfect!!1"
Personally I think there are some linear phenomena on a very short scale - that is minutes or hours - because when people tend to add their orders so that they should be covered in the next swing. On the long term it is alwas about which one is more persuasive