So lets say at tick one 1 see that only 50% of the buy orders were filled.
At tick 2 I want to buy 100 shares. But maybe I'll guess that only 50% will be filled this tick too, so maybe I should submit a buy order for 200 shares instead? This kind of game playing can lead to highly unstable outcomes.
At tick 2 I want to buy 100 shares. But maybe I'll guess that only 50% will be filled this tick too, so maybe I should submit a buy order for 200 shares instead? This kind of game playing can lead to highly unstable outcomes.