russell 2000 emini

Quote from RoughTrader:

I trade up to 25 contracts with anywhere between 1 and 5 round turns per day. I only use limit orders (except for stop losses), and most of the time I have no problem filling my orders. It might depend on your broker.

RoughTrader

At some point, doesn't your size start to interfere with the motion of the market. I always wonder how much size you can inject into a market without it affecting the dynamics.
 
I've seen ER prints of 250 contracts go off on time and sales and it did nothing to the market. If you're watching the bid/ask it moves much faster than the ES, if that's your baseline. Don't let the "thinness" fool you. There's tons of depth there which comes in without any notice.

--opm8

Quote from cmaxb:

At some point, doesn't your size start to interfere with the motion of the market. I always wonder how much size you can inject into a market without it affecting the dynamics.
 
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