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How about using stop/limit orders to reduce the slippage? Often,
shortly after the stops get set off on a breakout, the market will
come back and test the breakout area and this is where your limit
would get done.
John F. Berentson wrote:
> 
> Can any S&P trader using a strategy of stop order entries on breakouts
> recommend, from personal experience, a broker with floor traders who don't
> rip you off at every opportunity and with a reasonable commission - say
> $25/round turn, all in?
> 
> Or am I dreaming of a better world?
> 
> JFB
> Shaven Heads Trading  NYC
 
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