I'm just starting to trade NQ futures intraday, basically just buying them on an uptrend and then selling them on a downtrend based upon simple indicators. I've just been buying them at the ask price and selling them at the bid price. My view is that if I place a limit order to buy instead at the bid on a uptrend, most of the time when the order would get filled would be only if the price has reversed and is going down. Vice versa on a downtrend if I place an order to sell at the ask. I started by simply placing market orders but I found that a lot of my fills were a lot higher/lower than what I would have expected. For instance I might see the bid at 1021.5 and the ask at 1022. I'd place a market order to buy expecting to get it at 1022. Instead I might get it at 1022.5 or 1023. I'm using IB and everything seems to work pretty quick. Now I've started to place limit orders and I'll place them as quick as I can, within milliseconds before the price changes. For instance if I want to buy, I'll place a limit order at the current ask price and if I want to sell I'll place a limit order at the current bid price. Is this what most experienced trend traders would also do?