What's the best way to enter futures orders?

Today was a pretty volatile day by any standard, and that made me wonder (again): What, in your opinion, is the best way to enter futures orders for directional trades?

To clarify: I'm not asking about shares, options, or spread orders - just about outright futures.

(I have voted limit in, limit out because I like capturing the bid-ask spread. Others may differ - if you do please say why.)

 

I always trade market in, market out.
If i have a signal to trade i take the quote i can get. In this way i'm sure to get in or out. And as i trade e-minis the fills are always acceptable.
If you put a limit you risk not to get in or not to get out.
So i prefer to get always in or out when i want at a reasonable price instead of wanting the best price and miss several ins or outs. Missing trades costs me more than paying the market price.

 

just scale in, you will never be able to pick the exact top or bottom. learn how to scale in and out like a pro. This game is not about being right but managing your risk. that's it.

 

It really depends on your strategy, style and current market conditions.

 

Managing risk is in a way what the question is about, like the risk of not getting filled on limit orders. Scaling is a separate issue and unrelated to bottom/top picking, I think - when you scale in or out, do you use limit or market orders?

 

if scalping always limit, if it's a bigger play im looking for, then I just want in, so market.