IMO-I've been welding Chromoly for years with a Mig and never had an issue by just air cooling.You do what you think is appropriate for stress relieving.I just add gussets to spread out the weld area on items that will be under great strain or likelyhood of extreme abuse.A mig may be hotter than tig but not to the degree that stress relief is neccessary or needed for what you're building. I've built many a dirt track car,sprint cars and 1/4 milers with zero failure on or around mig welded chromoly tube.
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