How feesible is the following if you place limit order on both sides of the market (like market makers), and have stops on both sides, X * spread, the probability of both limits executing (thus pocketing the spread) is higher than executing a limit order on one side and getting stopped out. The problem is the following: If the spread between limit orders is wide enough, there's almost a 50/50 chance of making and loosing money. On the other hand, if you reduce the spread to just one tick, the probability gets much higher, you would make tons of money if it wasn't for commissions. looking for inputs thanks.