Ditto that.... but if you're trading enough size, Tradovate could make sense. My view is that "trading for tics" is nonsense. But if one guy demonstrates he can, well more power to him. That doesn't mean it's easy or "anyone could do it" or that it's the risk/reward sensible way to play. A successful "one tic warrior" would be an anomaly IMV.
Hey now! 100% tick-scalping saved my bacon three times in the last decade -- for 6-to-12 month windows. You can make the *argument* that "that was a different time" -- a different market, different players, different technology -- whatever. But in the months leading up to calendar-2018, the ES was averaging less-than 5pts/hour Average True Range. That is NOT scalpable. Since January (excepting the big mkt drops), we mostly averaged between ATRs of 5pts to 10pts / hour -- roughly TWICE the prior movement. And in particular, on 1-min candles, the ATR has lately averaged above the foot-in-the-tar-pit rate of 0.50pts/minute. (Mostly in a sweet spot between 0.75 and 1.25 pts/min.) This all makes tick scalping much more attractive. Hell -- in a flat market, you can sit there and mill money about as fast as you can click the mouse, AND, as of olde, when you are back to cash, you are OUT of the market. {here's where that emoji of a grinning sleeper comes in... ZZ-Zzzzzz-zzzzz.) How seriously do I take all this? I've woken up my IB paper account, and am weighing moves to devote an account to tick-scalp. If you'd asked me 12 months ago? I would never had thought that tick-scalping might make a viable comeback -- but it's been a few months here, https://www.elitetrader.com/et/thre...-tick-scalping-in-the-es.316959/#post-4582205 and..... well, what the hell?
Implicit point taken: You are reminding me that, other than making the empirical "attractiveness-of-entry" observations, I have not scalped in real time. Yes. Well! Crossing that bridge as fast as I can, Boss. The banks (yesterday) tol' me it'd be a couple of *months*. "Thanks, boys." I think it's up to me now, to get on the ball with the paper account, and see if I can make the bank hassle worth it. Not like I have anything else to do with my day.....