Worst Case slippage on CL and ES for stop order | Reviews of Brokers and Data Feeds


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Worst Case slippage on CL and ES for stop order

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Las Vegas, Nevada
 
Trading Experience: None
Platform: MultiCharts
 
Posts: 51 since Apr 2010
Thanks: 19 given, 19 received

Worst Case slippage on CL and ES for stop order

What's the worst case slippage for a stop order on the CL and ES? Obviously, if it's a flash-crash, the slippage is unbounded, but for traders placing stops just below significant support or just above resistance levels, how much slippage can one expect when the market moves against the stop?

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