I'm doing some statistics in order to evaluate the Forex market profitability.
I first define what I call "regeneration of the market".
For example, the following fictive order-book of EURUSD:
ASK: 20M 1.10010 8M 1.10005 2M 1.10002 BID: 1M 1.99999 9M 1.99995 15M 1.99990 Spread for 10M: 0.00010
If I open a BUY position of 10 millions, the order-book will be the following:
ASK: 20M 1.10010 BID: 1M 1.99999 9M 1.99995 15M 1.99990 Spread for 10M: 0.00015
I call the market "regenerated", when there is again a spread of 0.00010 for a 10M position.
The spread of 0.00010 is fictive, I don't know what is the average spread for 10M positions.
So, just after having opened a position, how much time a trader will have to wait before there will be again the average spread for a 10M position ?
I know it is hard to give a precise answer, but I would like to have an approximation or an average.