Putting aside the "info, stats and claims" below. The message was lost with the messenger. I have 15 yrs in the Industry. first as a broker. Then on both trading floors in Chicago. Lastly as a prop trader for a large FCM. The theme or crux if there is one from the gentleman posting below. Many Large Traders, houses and Algorithmic trading systems rely on canned, static,strict rule based systems for supply . And prediction of amateur Kamikaze breakout and reversal trades. Obviously a professional trader has a methodology , rules and adheres to them perfectly. For example you follow a popular set of scripts you purchase lately it seems to be the "better" studies. You follow this static system perfectly.. stops, objectives, entry prices. Most retail traders use 1 to 2 handle stop. And there are conservatively 2000 users I would have no idea. If you were a algorithmic trader, is this of any use to you. A good algorithm could tell you approx How much supply, from what price, amateur risk tolerance and more. Just by viewing the "systems"If all these "systems " are profitable how is that the governing body that regulate the industry for years state well over 90 of all retail futures accounts open close at a loss.Just check out the Dom and T/S at and around these prices . There is your stop or entry. You are far less likely to get stopped or wrong sided then a random tolerance you may have . To blame Firms,trade desks , algorithmic trading is ignorant. I trade like a bricklayer 62.50 at a time . The same thing over and over with 63/67% W/L. You adapt to market conditions and behavior. Even exploit what you can. There is no such thing as the holy grail by design a static trading system will fail. The reason algorithmic systems can be profitable is that they are dynamic. Data used , weight of inputs and computations used are all done on the fly or "dynamic. Sorry this has become a rant. Methodologies work not systems. risk to reward ratios for stops and objectives not imposing account balances as stop. With that some of the pitfalls below can be reduced.