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Hinton Clabaugh wrote:
>
> Do you find fills OK on market orders, or do you mean you're able to get
> filled at limits? I've always assumed market orders wouldn't work, except
> for the bonds, but I've never actually tried.
>
I've tended to enter on limits, or MOO but the few times I've used
market orders the fills have been about as expected. I do use
in-the-market stops all the time for exits and the slippage has
typically been 1-3 tics.
On limits, you may not get a fill unless the big market trades a couple
tics beyond your limit.
Conrad Bowers
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