To trade, or not to trade, that is the question! Whether an optimizer can yield the answer. Against the spikes and crashes of markets gone wild. To quench one’s thirst before liquidity runs dry. Or wait till the tide of momentum turns mild. A trader’s conundrum is whether to trade during a given interval or wait for the next interval when the price momentum is more favorable to his direction of trading. We develop a stochastic dynamic programming framework of trading costs into which different distributions of prices and volumes can be plugged in to get a binary answer. By considering the volume profiles over smaller sub intervals of the trading day and different laws of motion for the price, we develop yes/no indicators that can help to decide whether to trade during a particular duration. This model can provide a simple on/off indicator facilitating quick decisions and also act as an input for automated trading engines.