Do you guys throw out 100 shares at a time and put a limit on the number of round trips? I want to know what your procedures are. In the corporate world, we'd roll out strategies to new names and watch them run -- any weirdness got killed and the traders manually cleaned up the books. It wasn't the best procedure, but we could afford it. Now that I am more or less running my own show, my initial trip-wire is 10-trades on 100 shares at a time and then I go back and paper-analyze what happened, then slowly up the limit on trade counts, then size counts. I want to know how your emergency procedures are set up for when disaster strikes. If you have too many strategies, then do you just monitor the overall risk, or do you set up a new account for the strategy with a small amount so that the account blows out on the few dollars you put in? ... I'd like to compile a list of methods before I throw this prototype into the wild.