Globex Stops

I've been trading the ES since 2000.....with the exception of 1 instance ...... I had slippage after a "between meeting fed announcement". Other then that the most slippage I've taken is a 1/2 tic on a 20 lot

 

January 3rd, 2001 by any chance?

 

To be honest, and this is a shame I can't say for sure becuase it was my biggest 1 day winner (although I do remember my biggest 1 day loser) but that sounds about right......

 

Hi AC3,

What is the largest size for intra day trading on ES, where there are almost no slipage in your opinion.

Thanks,
redduke

 

You can get in and out of a 50 lot during the regular session w/ almost no slippage.

 

It has over a hundred contracts at one price most of the time.

So you should be fine if you are well under 100 contracts.

 

Thanks. I was thinking down the same lines based on what I observed, but it helps to hear it from someone who actually does it.