Yes indeed I've looked at that issue. I think I see where you...

Yes indeed I've looked at that issue. I think I see where you are going when you mentioned statistics. I don't have the problem now as I don't trade with huge volumes. I'm a nibbler and more often than not a scalper like trader. I go for small moves. If I ever do have the need to trade with huge volumes in the future (very unlikely) I would simply use a strategy where it starts with a limit order. If not all the orders are filled as the market moves away I would raise the limit order of the remaining contracts. I would repeat this only up to a certain level where the risk/reward becomes unacceptable. Initially, that's one of the reasons I purchased MultiCharts as it would give me that flexibility to carry out this strategy automatically. However, as I said I doubt I will ever reach contract levels to warrant such a strategy. I think a better strategy if you are a good system is to pyramid. That would sort of kill two birds with one stone, so to speak. Given we all think we have good systems it ought to be the better approach, right? :-)