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Volume stops

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the ones i have seen are like a volume meter. once you entry your trade the algo motors the volume being executed after your entry . most motor the % of bid ask volume. so if your long and the delta is negative by x amount of contracts and that was y % of the total traded from the time your order was executed it gets you out. in general terms this only works if you crunch the data ever day then the algo is re-pinged to adjust for changes in market conditions and your trading habits. CQG or Bloomberg ,XTrader Pro would be the place to look for the high end systems. hope it helps

Thanks, I think CQG is the best for this but Ive just purchased Ninja so I im trying to work a solution with this platform. What I have learned today is that if I sell the current offer, lets say its 7, then I am in with 0 ticks gained and 0 ticks lost. Price moves to and gets bid at 5, I can then buy the bid and be out immediately for 2 ticks.
I think this is how a stop works, as soon as price hits my stop level I am out because on a long position, my stop is actually a sell order which executes as soon as price gets offered at my level. The reverse for a short. On a thick market this is a disadvantage because what you want to do is only offer (in the case of a long) to sell once price has reached your level and moved through say 70% of the volume at that level.
This level of execution has to be executed lightning fast otherwise price could simply rip through your stop level before the stop order even reaches the exchange.

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