yep when you do it with stocks the opportunity is brief and you have to disregard the price and look for the spread as an accumulation strategy.
is it difficult,hell yes--at times on the bid and ask the price might be a ghost that is never actioned.
after that is available funds and execution speed,
if you are dependant on a sale to fund a purchase the delay could be vital minutes that put you outside the trade parameters.
if funds are no issue ,execution speed preferable with two
systems and just to be safe individual lines on a high speed platform with best available access to the data exchange.
different stocks traveling at different speeds in terms of volume and price movement.
in loose terms this is what algo trading represents.
i missed an opportunity to accumulate 2.5% ,the window of opportunity was 3mins,no sale just the ask, it slid further
but the accumulation dropped to 1.4% ,which was not sufficient for the risk.
what i need is a simple relative slide rule that instantly
displays the return and a second indicator to demonstrate the speed of decline as a volume based measure,its the speed of decline very difficult time consuming .
you cannot beat a proprietary system but you can evaluate
what i refer to as mispricing,sometimes they are just errors with no resulting action--desk mistakes are always
interesting.
you can play for $$$ or accumulation ,accumulation provides fantastic returns if you can stay in the game for months
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