Question for the seasoned ES traders - how well or not so well do you think a Stop Limit order as a Stop Loss would hold up on the ES? Here's the reason for the question - those frustrating trades where price ticks my stop loss price sometimes for the blink of an eye. A stop market order obviously triggers. I am trying to minimize this, if possible. The idea being that a stop limit order would put you at the back of the queue so a momentary touch *should* not tick you out. Of course there is a big catch - if price blasts through, you may not get filled. I understand that but I think the ES is liquid enough for this to be a non-issue. Maybe I am wrong. I'm going to start testing this out: > Initial Stop Loss sent as a Stop Limit Order. > An emergency 'oh shit' stop as a regular Stop Market order below the first stop. I trade through Open ECry and I think something like this could be created in their strategy builder. It looks like Ninja has a nice feature as well that would accommodate this: http://www.ninjatrader.com/webnew/trading_software_trade_management.htm I don't believe OEC has anything like this currently. That would be perfect actually. In the meantime, are there any serious flaw(s) that I am missing here besides the fact that price could go right through my stop limit order and possibly not fill? I wouldn't dare try this on the YM or ER2, but I think the ES and possibly NQ could handle it. Thoughts?