You won't find any edge in futures, especially if its a very liquid instrument like ES, and you must be kidding me if you think you can identify big players and their algos with price action/tape reading alone. My edge involves arbitrage and 2 markets, and no I'm not going to tell you what it is.
You probably just had a lucky streak and its over. The market loves to play tricks on peoples minds... makes them look like paranoid schizos. Any "player" would let a barnacle like you make 10's of thousands a day without even flinching. If you were trading a medium volume stock and were trying to throw huge blocks around then yes they will try to pick you off. Bottom line you had a lucky streak and its gone. Markets change all the time... not because they want to stop YOU from making money!!! You are so insignificant you can't even imagine. It's almost like you don't even exist so get that thought out of your head and trade like a man.
No matter what we trade, we are all looking for something that will tip us off to future direction. That tip off usually comes from one or a few participants that enter trades at a consistent time and either have the size to dictate direction or are trading with knowledge we don't have. When we find it, that is our edge. But sadly those edges don't last forever, because the major participants will change their methods from time to time. I have an edge at the moment, but i'm constantly looking for a breakdown that will tell me to be cautious, and that those giving me my edge are changing the way they are entering the market. Even those whose trading is purely statistical will be aware that the statistics are changing from time to time, and so they will constantly have to be re-evaluating and continuously recalculating their statistical distributions. There is just no way to make money without work.
There is a book entitled "The predictors". This crew settled in the boonies and were funded by folks in Chicago. The author was equally ignorant. But late in the book they are forward testing. In two steps they learned to not trade at the same time every day and they learned there was a "Bid" and an "Ask". I happened to take 5 snagits today of a market where price did as expected based on the "tells" of people who keep showing their intentions. The OP wanted stories and not to make a metals revelation. Above is one and the book contains just under 50 screw ups that are similar. The book that has the most frequent screw ups I have ever run across is "Trend Following." The interviewees were joking with him since he did not know what they were talking about.
no i believe him, its possible, but not because he figured that u were skimming him off, you are too insignificant to matter, however due to a lack of liquidity, many algorithms, setups are rapidly being pulled from the markets as there is less and less order flow, i am seeing order flow programs disappear like crazy in the small-mid cap market for the last year.
I believe him. Probably his algorithn happened to be in synch with the actions of a big player for a while. I suspect it was a contrarian algo and the OP managed to make money because it was more profitable for the big player to let him make money otherwise he would scare the other side away. What happened is that the other side dried out and the big player stopped because there was nobody to go after.