This is bullshit. You are not looking at the right stuff. ETJ just recently posted a video here https://www.elitetrader.com/et/threads/intro-to-the-new-cbot-traders.338348/ DiFransesca said, (paraphrasing) most new traders on the CBOT find out that everything has already been done. Most successful guys at CBOT do not invent entirely new styles of trading.... Traders absolutely make prices. Maybe you should learn about things like the BOB spread. Traders are very much trading this. You want volatility? There is more than you can handle. You should start watching arbitrage spreads. Even if retail can't trade a spread (because it requires HFT, exchange membership, or access to OTC or cash markets) that does NOT mean that it is not important (pros are watching it). My favorites are the index futures and ETF differentials VS the CBOE real-time index and the BOB spread. If you don't understand what I just said there are some things that you should learn about. Price discovery is happening (spectacularly so), but retail is usually the last to know about it.
If you "always" lose money when breaking your rules, why do you break your rules? And also, lets say the exchange starts showing the volume behind the trades.. how would you (retail trader) profit off this information? It would be nearly impossible.