I have an idea (which to my knowledge is original) that I haven't fully investigated yet--at this point I'm convinced it's either sheer genius or absolute lunacy. I'm thinking in terms of CL here--I don't think this would work at all in ES (etc.), and I don't trade stocks. So here's the idea (phrased in long-only for ease of reading): enter a buy stop order below a range in an uptrend. If you get filled (how big's that if? I don't know yet), you have yourself a no-heat ticket on a train uptown. If you don't get filled, you don't get filled. As an example, look at CL today--a buy stop at 89.53 at 7:56 central would've been pretty nice. On the short side, a sell stop at 90.56 at 11:03 central would give you only 6 ticks of heat on a monster down move. I realize that these are fairly precise timing parameters, but they are just to illustrate the point on a chart many here will have access to. I'd appreciate seeing examples where this leads to ruin if you find any. Of course, if that quick break below the range that fills you is the real deal--a break in the uptrend--you are pretty well sunk, but the price action should give you a really quick indication of that. Maybe a protective measure would be to pre-enter a sell stop x ticks below the buy stop to exit (or reverse). I also am only thinking about this idea in clearly trending markets--I'm not talking about using this on either end of a solid 50-100 tick range. So, what do you think, genius or idiocy?