I've been paper trading the YM and will be going live soon, to see if I can keep from losing my money or not. What can anyone tell my about fills and how different they may be from the simiulated trades. One broker told me that the fills aren't that different, but people tend to put the blame on that.
Trading a five lot, the worst fill in past few months has been eight tics per, I seldom get my price on a stop order, but cause of the volitility, occassionally get better fills and as much as five tics per. All my entries are on limit, so Protective and/or Trailing uses the stop orders. The slippage has changed my idea of "breakeven stop" to be entry price plus three tics, whereas in ES I could use entry price and seldom get slipped. So every trade, I am assuming I will be slipped three tics in the YM.