CyberTrader smart engine just kept sending and canceling order on inside ask until I was finally filled. I was of course filled on top of the short time wave, otherwise it could be much worse. I can't imagine what would happen if the stock kept going up. I'm getting some slippage almost daily, which I think wouldn't happen with IB. I already shared some of my experience with CyberTrader and Interactive Brokers SMART routing in this thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=45536&perpage=6&pagenumber=3 I asked CT help if there is something I can do to improve my fills for SMART routing. They told my to target ECN directly :eek: This is not acceptable for me since I'm closing my positions with hard stops most of the time. I'm also using stop limit orders to enter the trades and I don't get filled some of the times in which I think I would get filled wit IB. I already decided to move my account back to IB. I'm saving few hundreds/month in commissions with CT, but losing much more in slippage. I read some good comments about CT's good executions. Am I the only one having this kind of experience? Or am I the only one using hard stops? Am I doing something wrong?