AS we discussed
What I am looking for is the block [url removed, login to view] my times and sales window on Ninja trader i can see the size of every trade in the market.
For example last BUY quantity was greater then X.
= BUY Quanity @ market
On another note, we dont want to enter multiple orders in the same direction.
X = 100
Market Times and Sales:
09:12 ES BUY 100 @ 2098.00
09:12 ES BUY 100 @ 2098.25
09:11 ES BUY 200 @ 2097.75
We would want to Buy at market price just once.
09:15 ES SELL 100 @ 2090.00
09:14 ES SELL 200 @ 2090.00
We would sell out of our position. Then wait at least 1min before looking for next entry.