Does size matter =====) ??!!

Discussion in 'Order Execution' started by Indie Cator, Sep 19, 2002.

  1. No this is not a variation on the 'why don't more women trade' theme!!

    Question: For those that trade the eminis and have graduated from trading 1 or 2 contracts to trading 5, 10, 20+ whats it like getting filled. How quickly? How much slippage can you expect?

    Also did you ever have to explain it to the wife when you fu*@d up with the risk management and lost $2000+. Perhaps this is the most important trading strategy to learn not to have to master!!!

    Thanks for your advice.


  2. I rarely ever experience any slippage or problems whatsoever... I have never put on a position over 25 though... I trade the ES...

    PEACE and good trading,
  3. No matter what kind of day I've had, it is always "great" when my wife asks. Now she doesn't ask very much. Only once in awhile. They don't really care as long as the bills are being paid.
  4. Commisso, I know you have read Quah's thread re: simplistic. His premise is based on limit orders at the open of a bar as you know. How realistic is it to be able to get that fill? I recognize that the opening tick is not the extreme very often.

    Thanks for your input. And just for you -

    Because with any system....
  5. inandlong,

    I am really not the guy to be asking; for I enter all my plays @ the market. I only use limits for my exits...

    Sorry I could not be of any assistance to you, but I am sure all the people that contibute to that thread would be more than happy to help:)

    Besides if you were to......

    PEACE and good trading,
  6. I've had orders for 100 contracts all filled at the same price. I usually don't see more than .25 sometimes .5 slippage.
  7. sorta off the topic, but the title of the thread fits...

    On the NYSE, posted b/a size seems to matter less and less lately.