How big positions are too heavy to scalp with?

Let's imagine can get profit of 100% / week, taking multiple of 20-40 pips scalps. Eventually your positions get so big that they begin to move the market and you can't close them whenever you want because there are't enough buyers or sellers.

So when do you reach that limit? 50lots, 500lots? It would be interesting to know.

It will depend on the time of day and intrest at the current price, its impossible to say.

I wouldnt worry about it untill your close to having that problem though.

it also depends on who the liquidity provider for your broker is. scalping with large positions can be pretty scary. with some of the brokers i've traded at like CitiFX, Deutsche, hotspot, etc., i've noticed that positions over 2-3M get hard to fill (20 to 30 lots). it might be different at smaller brokers though. plus, you shouldnt really be scalping with such large positions. way to much risk on such a small trade. it's pretty much gambling. but hey, if that's what you wanna do, and you can succeed at it, all power to you.

It will have to do with what your definition of scalping is. Is it time related as in duration of trades held or is it pip related as in number of pips as target. With larger positions, if its pip related say you're only targeting 3-5 pips per trade, it will be difficult to maintain the consistency. Now large I mean that trading even as large 2-3 million, although you have to see whats available on your level2 chart, when trading those notions, you must have that to see the liquidity available. Plus it also depends on the leverage used and the currency you are trading. I believe someone was here that said trading unleveraged even a few million on spot price on the aussie on non peak times will move the market. And sometimes it wont even blip. So it depends. Getting in and out with more than 3-5 milion for small 2-5 pip targets and similar stoploss would be tough and would have to be in the most liquid times I would say in the overlap of ny/london session. The key to that would be i suppose to keep ur tp levels higher.
So a variety of factors, ur clearing party, sessions traded, pair traded and amount of leverage would have to be considered.

Hope that helps.

Here is Oanda's answer to lot size/instant order fills/policy on scalping.

Credit goes to PipVentures.

http://www.forexfactory.com/showpost...34&postcount=1

Before your orders are big enough to "move the market", you'll run into snags with your broker and how much risk they are willing to take on in house. At some predetermined amount, they'll want to hedge your position in the interbank and that'll cause your orders to fill more slowly. When scalping a huge position, having to wait a minute or two to close it will be pretty frustrating.
Each broker will handle it differently. Like blacksun and megamo said, your broker's available liquidity is always in flux and that will be the key.
And their rules will change to suit their situation. No matter what their stated policy is, they're not going to allow themselves to get burned.