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Worst Case slippage on CL and ES for stop order


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  #1 (permalink)
 Crow 
Las Vegas, Nevada
 
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What's the worst case slippage for a stop order on the CL and ES? Obviously, if it's a flash-crash, the slippage is unbounded, but for traders placing stops just below significant support or just above resistance levels, how much slippage can one expect when the market moves against the stop?


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 rleplae 
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I have seen 10+ ticks slippage on CL on the oil inventory report and it could be worse I guess


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  #4 (permalink)
 Crow 
Las Vegas, Nevada
 
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What's the worst case slippage that you have seen due to no news. Just a technical something being broken and stops getting triggered?


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Last Updated on April 26, 2015


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