I've come to the conclusion that YM (CBOT's Dow futures) is untradeable for swing traders. Without native stops on the exchange you have a situation where YM move through your entry stop limits and through your exit stop limits without getting a fill. The difference is the time it takes your brokerage to trigger your order and send it to the exchange. The only way you get filled is if price back fills to hit your limit (usually only in low trend conditions). This is a shame because it was nice to trade YM when it was out performing ES or NQ in relative strength - to the upside or downside (you can make 20% + more when this happens). Its like the CBOT is one big specialist where the only way you can be sure to be filled is to submit a market order. Not for me.