This thread is designed so that we can discuss our entry via limit order or market order. I used to use market orders for all my entries and exits but my risk per trade was a big number and I held the positions overnight. Now I have developed a daytrading system to trade the ES and I have been screwed by using market orders. I would like to get a discussion going on in this subject. Please share your preferances and and experiences and please let us know what you're trading. It might be different for stocks vs. futures. I will share my preferences and experiences if other people are interested.