I think I do understating what you guys are saying ...
One point that got my attention about how unpredictable the market is ... is "memory"
Each actor knows at what "price" you set your position, but how can the market, as a whole, knows where to go ? I mean how an individual trader can better set a strategy to follow the crowd ... after read some papers and think a bit about the "memory effect" ... I end up at ... reading about
https://en.wikipedia.org/wiki/Flocking_(behavior)
Hemelrijk and Hildenbrandt used attraction, alignment and avoidance and extended this with a number of traits of real starlings: first, birds fly according to fixed wing aerodynamics, while rolling when turning (thus losing lift), second they coordinate with a limited number of interaction neighbours of 7...