From my limited experience paper-trading ES through IB's TWS, it seems to me that limit orders don't get filled until the limit price has been touched at least 2-3 times or, preferably, traded through. This is for 1 contract BTW. What is you guys' experience with this in the real world? Would you rate the chance of a limit order getting filled on a given price touch at say 30% roughly? Does it differ between brokers or platforms?