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Slippage and Limit Orders

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Denver, CO
Trading Experience: Beginner
Platform: NinjaTrader
Broker/Data: NA
Favorite Futures: NA
Posts: 60 since Jan 2010
Thanks: 168 given, 7 received

Slippage and Limit Orders

Hello, I am working on designing a trading strategy that I will eventually trade live. The strategy I am working on now will use limit orders and have stops as close as 2 to 4 ticks away from entry. I am looking at using the strategy on NQ, GC, CL and ES. My question is, if I am running the strategy from home using ninjatrader brokerage, how often can i expect my limit orders to not get filled if I trade 1 to 10 contracts? Or, if I use market orders what kind of slippage should i expect?

Last edited by SuperBliss; July 12th, 2017 at 02:39 AM. Reason: added words
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