Forgive me if it is not clear to me. Do you enter via limit or market orders?Quote from Joe Doaks:
You are certainly living up to your name. Was Dumbass already taken? Slippage for limit orders? I would guess you would have to say it's infinite if you don't get filled. Market order slippage? Don't know about ES, I leave that to the SCT geniuses, but I see the NQ spreads go to three ticks like it was after RMH. And, ooooh, sometimes the fill takes a looong time. Odd, huh, what with several thousand orders being transacted per minute? Guess they just can't keep up.