Let me get your take on this because you're smarter than me. Only asking for brainstorm, not feature request.

How would one go about putting into trade execution logic:

buy on downtick.

sell on uptick.

Initial thought sudo code: 

###when trade entry or exit condition is hit, at any resolution, then send to execution which looks at tick resolution
#all this to avoid having a bad market impact

if buy_trade
	if tick[-1] < tick[-2]
		trade at limit = last price
if sell_trade
	if tick[-1] > tick[-2]
		trade at limit = last price		

Idea from: 

 

 

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