The problem as I see it is what type of order to place. If I use a stop limit then I can limit my slippage to say one "point" -- but at the risk of missing the runaway trades that are the most profitable (for example when it gaps past your stop limit price and never looks back). On the other hand you run the risk of the traders running your stop and then immediately reversing, which is what they did to me.
Since I decided the contract is too big for me anyway, I'm going to switch to the mini futures which (as far as I can tell) only trade on ECBOT....
SSB
Since I decided the contract is too big for me anyway, I'm going to switch to the mini futures which (as far as I can tell) only trade on ECBOT....
SSB