DislikedIt isn't how I would choose to trade, but it makes sense and is totally valid. Props for thinking about the impact of microstructure and building a system around it. If more people took the time to do what you have, I imagine we would have to revise the 5% statistic.
Nice work and good luck to you sir.
PS: And no worries on that trade call. We all suffer with the market not doing what we expect sometimes.Ignored