If using a quick order entry method like a DOM or level 2, there is no reason ever to use "buy market" -- quickly click a bid a few ticks higher and the bid will be marketable and you'll get filled near the market.

Short answer: you are wrong.

What you are describing is due to hindsight bias, you think you missed all these moves, but in reality you did not because your actions would have not been what you think they were.

Most users like you use limit orders because they are afraid to actually commit to the trade, so they want 'better value' with a better price.

The best advice I can give you is that you are likely not ready to trade futures. You are afraid to trade that leverage. You wouldn't have this problem of committing to a trade if it were sized correctly. Try trading smaller, and if you are down to 1 lots already then move to micros. If still not good, move to equities or forex.

Once you get the position size to 'I don't care' size then you can start working on your actual trading performance and entry/exits. It's all psychological right now and extremely dangerous when you convince yourself of certain outcomes like "missing big trades" which is frankly 100% bs.

Mike