Look scalping isn't 'buying the bid selling the offer' thats not consistently possible w/ the algorithms orders are filled, ect.
Scalping, now more than ever, is really taking out a price level, or more often even, a specific order, that is mispriced.
Example: ES is 1485.0 bid ... 1485.50 offer....85.25's trading back and forth. 5.25 bid, 5.25 offer ....they're trading.
Now you see the Russel and NQ go bid HARD. Tick and trin and freeze for a second then uptick. In the other index futs people suddenly stop showing fake size on the offer and you know that the only cars being offered are the real orders waiting to be filled.
ES like i said is an 85.25 trade...half tick wide then somebody offers 50 at 85.25 and the market looks like:
85.0 bid on 1000, 50 at 85.25.
You know the 85 bid is real paper cause you saw it get hit with a few sizeable orders and not get pulled..you know its real and is staying till its filled.
You lift then offer w/ a 10 lot and instantly, ES and everything else up ticks and its 85.25 bid on 1000, 500 at 85.5, 85.5's trading hard...go bid...and your at 85.75 for the half tick scalp.
Scenerios like that happen all day long and if your trading ES looking to risk 1 point to make 3 you probably don't even pay much attention...but there are guys trading that way scalping size in ES and plently of other instruments. They're looking for a small surge one way and they're taking out the price or order that they know SHOULD BE bid but is offered or should be offered but is bid.
