Hi probability systems need to be closely examined to be sure the fills are reasonable in real time actual trading . In the ES for example, I have developed many such ideas which test out nicely , but often buy a bottom tick/ sell a top tick. As anyone trading the ES lately knows, most of the time you need the price to trade through to get a limit order filled. A few of these missed fills can cause the collapse of the system. Tradestation needs a testing criteria which requires a tradethru price to record a fill. This requirement is actually different than simply deducting a slippage factor. A system may "miss" a few winning trades and still be profitable, but the same system tested with a slippage factor in and out would be a net loser. Just one more thing to examine in your system testing.
How about testing your strategy with your limit price another tick away from the market? Tradestation will indicate a fill when the market has traded through your original price and hit the next price.