Then people should feel no trepidation about trading those lot sizes on the markets mentioned above. But they just...don't...do it. Alas.
0, yep that is a huge ZERO without fear of slippage, was a time getting in a nano second after HFT on market order, got filled full point away in ES, so it was past my target. This is game where you learn too often times based on losing, all my big rules came from losing. But nuances are often tiny in other people's eyes or they think nothing of them till they get slapped in the face, LOL. You just learn to not use market order when trading, you can see how many available at price levels in ES, so I try to not do more than available. I still do manual trading when testing new systems as I am doing now, a tighter scalping method and a much larger profit method. I don't think it much different in either as far as being profitable, I use minutes in length of trade to get to breakeven plus one tick for stops, you still have to be right on direction, at least this has always been my believe in trading overall. But longer I trade, at some point, much of what I do is in some form of congestion and I labeled "trend" based on recent trend and yet often times there is no trend, so Scalping now is more of trading noise. I have come to believe that average wave of the ES is 3-4 points, we never know what the middle is until after it has happened, so you have to guesstimate buying at lows of a wave and having mental stops of 3 points, which seldom ever get hit as it is way outside of normal wave-traders put stops so often now 1-2 ticks beyond a pivot the market often pushes to trigger these stops so I have to go further out and wait for market to return to where I got in, and if not towards end of the entire Swing of 7-10 points, trend will resume going back up, and I just target 2-3 ticks. You can really see patterns of Megaphones of where the market is gunning for the stops only to drawn in price to seek out other side for stops. I find it amazing that many traders don't notice how many ticks a previous pivot high is broken and then retracement happens, cause there are fewer hard drives in first hour and more chop and why I trade 45 minutes as there is more consistency there for me, plus too lazy to sit there all day. Other activities to do in life than be watching lines.