Lately I've been dabbling in intraday strategies and came up with something that looks somewhat decent for CL on 1 minute bars. It has on average 3 trades per day. Holding period is 1 to 2 hours on average, and all positions are exited at the end of the day session. My questions are: 1. What is a realistic assumption for slippage (ticks) on your stop loss? And do you guys physically place a stop loss or do you manually work the order to exit once the level is breached? I would think placing actual stop loss orders is an invitation to get screwed in CL (?) 2. All of my entries are limits (buying weakness, selling strength). How easy is it to get filled on limits in CL. i.e. if it bids at or above your limit price to sell, are you likey to get filled or is it a market where it needs to trade several ticks past your limit and has to stay there for some time before it gets filled? If you could share any trading experiences that would be appreciated.