It sounds like you are planning to do exactly what I have been doing for the past year.  I set up a 30 gallon seahorse specific tank.  It was started with live rock and sand from existing tanks.  I then added chaeto algae from the sump of an existing tank that was teeming with amphipods and copepods.  I have since added two different kinds of caulerpa to add diversity.

I feed the horses only once a day.  I feed them frozen Mysis shrimp that have been enriched with vitamins and other additives.  The horses eat very enthusiastically every time I feed them.  And like you, there are days where I am unable to feed them, but the various amphipods and copepods seem to provide enough nutrition to sustain them in between feedings.  I find it fascinating to watch them hunt for the live food.

One of the keys to my success was that I purchased tank bred/raised tiger tail seahorses (Comes) that were raised on frozen Mysis shrimp.  I hoped to purchase a male and a female, but it turned out that they were both males.  I will be adding a couple of females once I find some that are suitable. 

On a side note, not long after purchasing these seahorses they both developed sizable air bubble on their tails that created disturbing buoyancy problems.  But by fortifying their food (and minor surgery on their tails) they are both very healthy.