mathematical Model based on Market OI accumulation. Set up: Basic Market makers spread on ES is 3 ticks. For example 1303.50 - 1304.25. Tick increment 13 ticks. Dynamically move the spread after every 13 ticks, (for example Bid 1303.75 offer 1304.00 - spread 1303.50-1304.25, after 13 ticks if Bid 1303.25 offer 1303.50 - spread 1303.00-1303.75...) Set counter to count "fills" every 13 ticks in the beginnig of the trading session accounting for every bid touched +1 and for every offer touched -1. Trading entry signal: When your "fills" counter reaches +100 (accumulation point) join the current Bid and go Long; When your "fills" counter reaches -100 join the current Offer and go Short; Trading Exit signal: When OI "fills" counter reaches zero - exit. Suggestions: When the basic Model is build you may experiment by increasing/decreasing sensitivity of the system, changing tick counter from 13 ticks to 10, 20, ... or whatever changing accumulation point from 100 to 50, 80, 150, 200, 300... setting several accumulation points and entering multiple positions (Very much suggested )... The model that I used, for instance, was set on 13 ticks with 5 levels of accumulation points - entering 3 positions in negative average and then 2 in pyramid... Use it wisely Test it well... When this Model is set right it should give you in average 8 signals a day with probability of success 80 (80% trades should be winners). Note, this Model does not show the real OI accumulation, just reflects the dynamics of the OI accumulation.