Forgive me for any violations of posting rules, I’m new to this forum.
I’ve written an algorithm that checks the order book for the price point that would completely fill my entire available balance, and then runs it’s an analysis on that price point to determine if it is a signal to open an order.
I’ve been creeping up to larger and larger order volumes due to increasing balance and lately, my trade frequency has dropped down quite a bit. My theory is that because I’m getting into larger order volumes, the signals that would indicate an order should be opened are getting harder to come by at these high volume price points.
So I’m wondering how do people normally adjust how they manage trades at higher volumes? Should I just break down my large order into lots and open them in chunks until the signal is gone? If so, what methods are typically used to determine lot size?