Message to all X_Trader based Futures Traders

[mike ball <thinkpad600e@xxxxxxxxx>]

Hello List,

I actively trade Nq e-mini Futures contract on
a daily basis using the professional derivatives
trading platform X_Trader. I use a spreadsheet 
created in MS Excel to track my trades. However, 
at this time it is a manual operation.
Some days with 20-30 round trips the data entry
can become quite cumbersome.

I wanted to know if anyone on the list has experience
using X_Trader and Excel together to maintain a trade
log. Moreover, if you in fact use Excel's DDE link
ability to track real-time changes of the price
fluctuations on the futures contracts and perhaps
even place your trades out of an Excel environment
I would like to hear from you.

One of the key points that I'm dealing with on a daily
basis trading these contracts in real time is dealing
with the displayed liquidity values in X_Trader's
market depth window.

Therefore, I find myself most of the time using Market
orders to get myself into a position of one or more
contracts, then using market or partially limit
orders to exit out.

However, the use of market orders for my particular
style of trading is to market into the position when
liquidity is decreasing in the direction
I want to go...aka.. jumping on the train as it is
leaving the station. Monitoring breath of market 
for a "better" fill price while simultaneously
attempting to decipher current market dynamics has
been most challenging. However, there must be some
systems out there that professional traders are using
to analyze this for them.

Quite often I find myself looking at a Bid price for
example flashing 884-700-777,800. When I've received
sell short confirmation from my trading model, since I
am entering the trade manually, I will wait until bids
dry up in this case 1/8 the size they were 
and then market into the position with T&S order flow
in my direction. This works quite well in real time.
However, I realize the inefficiencies from executing
in this fashion and want to address this issue.

Looking forward to hearing from someone from the list.

cheers,

mike ball