factor this----- i watch just like you, and agree totally so my personal strategy is to buy and sell at market,invariably after selling the price miraculously accelerates and if buying the reverse,i use trade analysis on iress and vwap,no fancy charts,i am confident given the poor liquidity on even some big stocks that you become very well known to the broking desk after 2-3 trades some are virtually untradeable in real terms.
however every so often it pays recently i purchased through three levels on one well known relatively illiquid stock.
as i hit the buy button the front runner,pushed down on the ask with a large number of units, unbeknown to me at the time,i took the whole order and the next two layers of ask,after, i watched,it was apparent they were not to happy.
these days when using this strategy of at market buys i am prepared to keep the stock for 12 months or more but rarely do
