I am mostly using markets on exit, and all limits on entries. I do get alot of slipage on exits (market), but my entries are always very good. I get positive slip on entries. It kind of evens out.
I am currently working on a new exit strat with TI and Assent. It should do great with the exit slippage.
My stocks are mixed in volume. some high some low. You are correct in greater spreads, but nothing I can do based on the strat.
This system is not stock specific, but event driven. A whole new way to look at it.
thanks for the comments.
bandit