Hi all, I'm trying to develop a automated intraday stock trading system with IB. I have a dilemma which I thought some of you on here may be able to help me with. I have a profitable trading strategy, however in real life trading its not profitable due to slippage and commissions, as you can see it uses market orders to enter and exit. I realize I need to switch to limit orders. My question to similar IB traders is, what order type do you use to provide liquidity? anyone use IBalgos? Do you post or chase price? How often are you matched at the midpoint? How do you exit a position whilst providing liquidity? wouldn't you run a chance of being left holding the bag if your waiting for a fill on a exit that doesn't execute? Any other tips on how to reduce slippage in liquid NYSE stocks? Any insight or help is greatly appreciated. Jonny.