a scalping scenario: say u just bought x number of shares and now ur trying to sell a few cents higher. how many times have u seen him lowering his ask with the same exact number of shares u have just bought? also notice how he will keep lowing his ask until the trade has gone against. once he realizes that u are about to cry uncle, he will change his bid size to match exactly the number of shares u have left. from my experience, i have found that he will get ur shares no matter what. the longer u hold the more pain ur going to feel. i have seen it way too many times to think its just a coincidence. am i paranoid?
happens all day long everyday, unless you are trading a liquid stock. specialists are scumbags, if i ever meet one i'm going to drop him.