Getting my fill

Discussion in 'Index Futures' started by Willybobs, Jul 28, 2003.

  1. Willybobs


    Hi folks,

    I've only traded ES a little and am wondering the best way to enter orders.

    For instance I wish to trade a breakout system and naturally think stop orders could be set. However will I always get a fill at the stop price?

    What if I enter with a stop limit? What sort of fill rate should I get? Will I miss many trades?

    The other systems issue is when the market spikes. Is there any way to protect against erronous ones?


  2. Lovelitera

    Lovelitera Guest

    Take this from an old timer: ES is very liquid so you will always get a decent fill ( at least an honest fill reflecting the then current market conditions)

    You could use stop limit orders to get in but do not use stop limit as a protective order because that way you may not get out of a trade when you would most want to.