Lets say I have the following system: I buy\sell "n" ticks above\below point x. I have a target of 1 pt for ES or 10 pts for YM. My stop is the same as the target. If target or stop is not hit in 2 minutes, I exit the trade. Here is my question. Would it be more beneficial to trade YM with a system like this due to the smaller tick size, or would slippage due to less liquidity negate that advantage (Lets assume we are trading 10 contracts)? Thanks fan27