Hi all, In the previous 6 months Iâve been developing an automatic trading system in full time. The research and development are funded and Iâm preparing for testing the system in real market conditions with real money. Before that, I have to evaluate the orders fulfillment to have an assessment of the system real expectancy vs. its paper results. The index presented here is from the European market EuroStoxx (EDJSTX) but similar results are generated for the S&P. I have 2 issues I want to address here: 1. How can I evaluate the order fulfillment price both for limit and market orders? 2. Since the system usually takes very short terms positions, my main concern is whether to use market orders or limit orders. - Limit orders can miss good entering signals and important exit signals. - Market orders will fix the above but with small profit taking can lead to losses. Attached is an example of signals produced by the system. Green for Buy and Red for Sell. Thanks in advance, Cohvi.