One thing I have found is that it is impossible to avoid huge slippage in breakout and stoploss. The slippage is so great that it is matter of profit or loss. Here is some examples. A stock is testing its support at 17, I set a market stop at 16.98. Yah, I got it filled at 16.8. Another stock is breakouting at $3, I set a buy 3.01, then I got it filed at 3.1 then it came back to $3.05. Not sure if my quote is not fast enough or my broker is stealing the slippage, or the specialists do. How do you guys handle this? I tried another method is when I see the liquidity at the support resistance is getting thin, I would jump in to take the liquidity. Is that how you do it? My method has a problem, there are a lot of hidden order and specialists counter trade me.