Hello, I have been studying different aspects of the market for a few years, and have developed a strategy over time. I will give you a gist of teh strategy, and what my problem is. here is how it breaks down: 1) filter out stocks $15 or more that trade an average of 100K shares daily, that are trading lets say 125% of their daily volume (100% being average) 2) find stocks that are trending (lets say 5 minute interval)with an increasing ADX with the DMI+ >DMI- (for longs) 3) find intraday consolidation patterns (similar to a NR/ID) to signify a precurosr to a larger explosive continuation move. Sounds good in theory right? I am convinced my entry method sucks, b/c the stocsk to seem to continue. but I get shaken out. I pay the offer in thinker issues, and try to pay the bid, or at least pay 1/2 offer, 1/2 bid to get a good average.. like today. for example, great up market and I barely had 1 winning trade. Every breakout I trade comes in, and every trade I wait fopr takes off b/4 I get filled. And FYI< I do avoid the slow market times b/w 11:00-2:00 any advise? My guess is my entries suck or my $$$ mgt iss to tight. I prefer NAS but am slowly having more luck with listed I think.