spread trading orders quantity optimization technics?
I'm sorry if my question is not programmatic enough, but I don't know better place to ask.

Spread trading often requries a lot of orders (because you have to buy and sell at the same time by a good/best price so you need to move orders pretty often)
But I should optimize strategy (minimize quantity of orders, maximize quantity of deals), otherwise I will pay money for each "extra order". Are there any well-known optimizations? I've invented several optimizations myself (for example ignore orders with volume less than certain amount etc.) but I'm sure there are a lot of optimizations invented already by someone and I just need to find them in Internet :)

 Thanks
spread trading orders quantity optimization technics?
===

I'm sorry if my question is not programmatic enough, but I don't know better place to ask.

Spread trading often requries a lot of orders (because you have to buy and sell at the same time by a good/best price so you need to move orders pretty often)
But I should optimize strategy (minimize quantity of orders, maximize quantity of deals), otherwise I will pay money for each "extra order". Are there any well-known optimizations? I've invented several optimizations myself (for example ignore orders with volume less than certain amount etc.) but I'm sure there are a lot of optimizations invented already by someone and I just need to find them in Internet :)

 Thanks