Worst Case slippage on CL and ES for stop order

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Updated April 26, 2015

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Worst Case slippage on CL and ES for stop order

April 26th, 2015, 03:50 AM	#1 (permalink)
Crow Las Vegas, Nevada Elite Member Experience: None Platform: MultiCharts Posts: 52 since Apr 2010 Thanks Given: 20 Thanks Received: 19	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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April 26th, 2015, 04:10 AM	#3 (permalink)
rleplae Gits (Hooglede) Belgium Legendary Market Wizard Experience: Master Platform: NinjaTrader, Proprietary, Broker: Ninjabrokerage/IQfeed + Synthetic datafeed Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC Posts: 2,947 since Sep 2013 Thanks Given: 2,442 Thanks Received: 5,860	I have seen 10+ ticks slippage on CL on the oil inventory report and it could be worse I guess

April 26th, 2015, 01:30 PM	#4 (permalink)
Crow Las Vegas, Nevada Elite Member Experience: None Platform: MultiCharts Posts: 52 since Apr 2010 Thanks Given: 20 Thanks Received: 19	What's the worst case slippage that you have seen due to no news. Just a technical something being broken and stops getting triggered?

Last Updated on April 26, 2015

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