in my previous posts, i mentioned how i found my strategy with machine learning and its performance. what is your general strategy without revealing your secret?
It isn't just this forum. It will happen on any online forum or form of communication online. BBS are just a natural magnet for them, because posts persist. It even happens on IRC.
With back testing the ES add in 1 tick in & 1 tick out plus commissions & exchange fees. This still does not take into account your effect on the market. Limit orders that get filled right away indicate the market is weak, likely rolling over. Limit orders not getting filled indicates the market is strong, likely to break-out. This interview sheds some light on live trading from back tested strategies. This man has decades of experience with deep pockets & a team of quants .
If this is your strategy then why do you need to run it on such a large position size that you worry about the market's liquidity? You could run it with a small position size during illiquid hours, and use a larger position size during the liquid trading hours.