Given a list of buy/sell orders and previous trades, compute a buy/sell price
I had been thinking about this lately and haven't explored this option at ALL but I'm thinking out loud here because nobody has replied in 8 days.

So what if you took the average of the top orders 1 - 5, then the average of the top orders 2 - 6, the average of 3 - 7, ect. Out of THOSE orders you then calculated the average again to arrive at your sell point? The process could be repeated as nessecary to find an average of averages that hover around the top of the buy points.

Thoughts?