I have never day traded before and I am curious as to what the more experienced traders do to increase the likelihood of their order being filled. Having setup IB and making a few practice trades with 100 shares I was surprised on how difficult it is to get a fill even when leading the market a few cents. Silly me, maybe this is not so simple after all. It is clear that decreasing the slippage will be important to being profitable. For example, does your strategy change depending on how fast the market is moving, the size of your order, getting in versus getting out, i.e. do you get in with a limit and get out with a market order? I thank all in advance for your sharing your superior experience with me.