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I was wondering if you would be down 2 ticks in profit because with a market order, you always pay the spread which is at least 1 tick (more with slippage). Do you not have to pay the spread with a stop-limit?

Thank you for your enlightening comment but I have not found the answers to my questions by using Google.

I'm not exactly sure how stop limit orders work. It would be great if someone could clarify a few things for me in relation to the linked example: http://postimg.org/image/fx6wsxwxj 1) If I placed a sell stop limit order at 151.00 with an offset of 2 ticks, does this mean I could have been...

Great, thanks. I have observed over some testing that the 6E is consistently faster than the ES at reaching the limit order.

Great, thanks. This makes sense to me. How would you go about measuring the average range of an instrument to find out which has a greater demand than supply? Thanks.

Hi guys, does anyone have an idea of which futures market out of 6e, 6a, 6b or es would fill limit orders the fastest? For example if my buy limit order was 5 ticks below the market. Then the market came down, touched my limit and reversed. Which of the futures markets would most likely fill...

Hi there, Take a look at the linked image. http://s11.postimg.org/s3v4bamub/Apex.jpg Assume the market had been trading below Point A for a duration of time. Only once the market began trading above Point A ($3), would you be able to place a buy limit order at $3. Assume I place a buy...

Is this only for a strategy which uses Market Orders? I assume you wouldn't need to do this for a strategy that only uses limit orders. Thanks.

I don't understand what you man by a thick order book? Do you mean, there are a lot of limit orders at each price level? If so, does it really matter how thick the order book is? If I am ahead of 50% of orders at my limit price, doesn't that mean that I will get filled on average 50% of the time...

Hi guys, I have created my first automated strategy and I am wondering what I should expect from it going live, judging from the results in market replay testing with NinjaTrader. It uses limit orders on the ES. The thing is, it is profitable when I use liberal fills (filled when limit...

Hello there! This is my first post to this forum, glad to be part of the community. I am currently testing a strategy and would like to know the likelihood of limit orders being filled when touched and not penetrated. i.e when price goes up/down to a limit, touches the limit, then reverses...