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Middle Tennessee | It happens a lot, I've even had advantageous fills outside of the price bands, so it occurs even without sophisticated predator trading.
You can see open interest and volume on the minis,
http://talk.newagtalk.com/forums/thread-post.asp?action=reply&reply...
Note U mini wheat has reasonable OI and daily volume, much less so for Z. Stops on U are probably okay, Z might be dicey, beyond that I think mini stops are at risk.
You might be able to put a condition on the order, like day session only, or close below only, I'm not sure. I think generally if there aren't a few hundred trades a day you need to somehow protect yourself. | |
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Futures Rookie
