Post to encourage discussion regarding your automated system's preferred order types and/or method of actualizing your cause to enter/exit a position in a market. I'm sure much has been said about this in the past, but as technology and the nature of the markets have changed so much in recent cycles, I think a new exchange could be fruitful for everyone. Primary Arguments: Does your program normally conduct business through market orders or limit orders? Tangent Arguments: Are there people who are using a 'human' fill mechanicism? What are other alternative and popular methods besides market and limit for fully automated trading? Tangent Arguments: What additional coding have people found necessary or helpful above and beyond the standard market/limit uses? Tangent Arguments: To what degree have you had to change your order method to better complement or in some cases compete against your broker? Tangent Arguments: All about liquidity. What are the perspectives regarding the changing liquidity situation, the sometimes absence of effective market makers (thinking of a recent Trader's Mag. article), and what to do when your boat is too big for the harbor. Hopefully we'll get a number of good post here. Thanks guys.