As I look deeper into NT7 and the managed order system, I see that I am leaving money on the table with each "market" order to enter or exit. I see stategies where you enter or exit on the next bar, this entry or exit is unconditional. That is, if you are exiting a long you might not want to exit if there happens to be a local "up-trend" at the start of the next bar.
Has anyone dug into this level of detail for near tick based trading? I am starting to look into managing my own orders and want to know if anyone has any good ideas on optimizing an entry or exit (even by a few ticks).