".....seems to go straight to INCA when it "knows" it's my order
Hmmm, paranoia is not a healthy trait.<ggg>
Seriously, though , you make some excellent points, now that I understand your devotion to the T/A side of trading. In fact, if you really are trading strictly on T/A fundamentals, I think you may be dead on with respect to the direct order entry systems not being for you. At least in my experience, I have found it difficult to be considering a trade based strictly on T/A, then looking at all the other factors, as you mentioned, like L2, MM's, etc. While I'm considering all these more esoteric factors, I end up letting trades pass me by. The term 'information overload' always come to mind, when thinking of this. That's why I stopped using Level II after a few months, and went back to using only a streaming quote feed, and good realtime charts.
Good luck, and keep us posted of your journey. I'm definitely interested in what you eventually find out.
By the way, great site you mentioned. Loved all the T/A links in the reading room.
Len |