Just a quick question -- Anyone out there have experience trading more than 5 contracts per throw on the YM? At what size does liquidity become an issue during RTH? Thanks.
up to 15car shouldn't be any problem, make sure your plat form is rock solid otherwise it could be detrimental to your health.
If you need to trade anything larger than 20 lots ES would be better. I see size being shown but most of the time with YM it gets pulled right before the best BID and ASK gets near it. I see alot of ghost orders, meaning someone throws up a 40 lot bid and it gets take out with a 3 lot hit.
no problemo with 5-10 as far as i concern...beyond that no clue but i guess 'till 20, max 30 on high volumes days should be no much of an issue. durin' premkt-ah u lucky to get away with fills on lmt or without slippage at mkt with more than 4c. by the way have u got already a viable strategy to trade more than 1c or u just in a gamble mood[?]