You gotta understand what game you are playing. Are you playing the arb game or the speculator game? If you are playing the speculator game then you need to hit the bid/ask and forget about that one tick. That one tick can cost you big! If you are playing the speculator game and your method requires you to capture that one tick in order to be profitable then you are kidding yourself.
put your order in before everyone else and you will get filled. The problem with liquidity is that you don't always get filled when trying to buy on the bid or sell on the ask... the upside of liquidity is that it's easy to get filled by paying the spread. also, you shouldn't expect to get out at the very top. Pick trades that move 1.25, and you'll surely get your .75, pick trades that only move .75, and you'll be very lucky to get .75 however, if you work with bigger time frames, looking for 5 or more points, you'll find that if you enter your order early, you will almost always get in first, because people constantly change and cancel their bids and offers.
I suppose that there are traders with automated systems using a high end platform who just sit on the bid/ask spread all day? They are the new market makers. No one is making a market just sending in orders, joining the bid manually. Is that correct?
trendlines are the simplest and best tool you will ever find, they are for newbs and for advanced chartists. use them and profit from their power.
people who make a market are in a very lucrative business, but they generally require big pockets, and make small gains all day long playing consolidations and ranges. Most daytraders are in the speculative business, and therefore don't make a market. However, daytraders usually look for the breakout of these consolidations or try to catch tops and bottoms. If you are having a hard time getting filled, it's cause you are competing in the wrong space... don't compete with these spreaders, wait till they start to fade out, when liquidity is low, thats when breakouts happen.
Yes that is what happens. When I had the S&P squawk box, I noticed when the market started to rise the bigger locals would just step up and lift the offer.