Well in NQ there are no issues with slippage even on quite some size. In less liquid instruments stop-limit would be the way to go indeed. But the best trades are usually quick and there's a balance between getting filled @ good price and getting filled at all. Maybe that's just my issue, because I tend to jump on fast momentum and the very best trades never look back (I am OK to pay extra tick or two on those in exchange for a fill, but it's different in less liquid instruments, such as DAX which may slip hard on you, ouch, haha).