I am trading a strategy with a real account and am wondering how I had a fill that was much lower than what I wanted (the program set a buy limit order at a certain price). It turned out to be a profitable trade because the fill was less than my limit and my profit target limit was hit, but a buddy and I are trying to figure out how I could receive an entry price around 2 full points lower than where the program said the entry limit was placed. I guess since the limit order was a long position, if it was filled lower than my limit price, it was OK because this would be in my favor if I expected price to rise. So basically with limit orders does slippage always go in your favor? If it didn't then your limit order wouldn't be a limit order by definition, because you would be accepting a price that is higher (when buying) than the limit you have placed. Is this an example of positive slippage? This occurred at 7:30 am central time this morning.