If you fill 5 at same price point on both buy/sell, that's 1 trade. Now if you fill 5 buy, then on sell you get 4 at one price, then 1 at another price, that's now 2 trades, and very unequally weighted.
I know how it works. Thanks.
But it's not because I scale up or down,
That I have a hard time figuring out where I am.
So NT really sucks if it can't manage to handle that.
