Someone tell me about the realities of intraday trading

Quote from Corso482:

Which futures are you trading? Only the very liquid ones?

I concur with schoops on the slippage. I never really had a problem with YM or ES, although I don't trade the ER2 or EMD so can't really comment on slippage for those markets.
 
Reality of intraday trading????

??? I don't get it. What's not real about it???

Is this like paper-trading or back-testing question???

...

Is this like a Descarte question???
 
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