Hi Everyone, I thought I had a nice system set up for trading QQQ. I'd watch the Nasdaq Comp on a one minite chart, using two MA's crossing over as an entry and exit of each trade, I'd then use a 3MA on QQQ (1 minite) for a limit price to be paid, not too much, or too little, ha !! What I found is that I wouldn't get filled even watching prices going through at that level, plus when changing/canceling orders, he's just hold it. Needless to say I just got trashed. Would market orders have worked better ? Or should I just stay away from QQQ (and other NYSE stocks) ? Talk about frustrating, as usual nothing is worse to find a system that appears to work good on paper, but in the real world flys like a lead ballon :-( I usually try to use support and resistance on other stocks(Nasdaq), but would really like to use a simple "mechanical" daytrading system with set entry and exit points to keep out my emotions, any answers ? Right now I'm looking for a living, the Porsche can wait As usual thanks for everyones help.