What do you think ? True? False ? Depends on the market? Experiences? I would say it's true, but I don't know if it 's possible to translate this micro edge in $...I am talking futures here but stock traders are welcome...
This is the simple but fundamental premise of deductive paradigm trading. I agree it is beyond the scope of 777's consideratiion for articulation, BUT, on the otherhand we could flesh it all out as a contribution to people who make money from the viewpoint of knowing how markets work. One of the greatest revelations of all time is how price remains static while the "starting friction" of price movemnt is beginning to be handled. It is more like size goes to precipitate price.
I've actually come to understand the dynamics of this non trivial matter after many years of study. When I write my book I'll be glad to fill you in. At these prices, I must decline any further illumination, and refer you to the rantings of Mr Hershey.