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Hello MT,
my slippage is 1/4 point ~80% of the time. 1/2 point is the exception
by far. depends of course on your style, speed of market, speed of
data feed/applicaton. Limit and stop orders are virtually always on
the money except in fast market.
Best regards,
Jim Johnson mailto:jejohn@xxxxxxxxxxx
--
Sunday, November 3, 2002, 5:51:20 AM, you wrote:
M> Kent Rollins wrote:
>>
>> The S&P e-mini is unfriendly to market orders? Since when?
>>
>> Kent
>>
M> My experience is that market orders in the emini-SP usually have 0.5
M> slippage on each side. On the other hand, my experience with emini-SP
M> stop orders is that they usually have no slippage at all.
M> Let me know if your experience says otherwise ...
M> Regards, MT
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