Limit vs Market Entries for Scalping: Cost, Fill Rate and Missed Trades
Posted: Fri Oct 09, 2026 6:30 pm
The choice between limit and market orders shapes a scalper's costs more than most indicator choices.
Market orders: guaranteed fill, but you pay the spread and possible slippage. Good when the move starts immediately.
Limit orders: better price, no negative slippage, but no guarantee of a fill. The missed trades are often the best ones, because price never came back.
A fair comparison needs data on both:
Which order type do you use for entries, and have you compared the costs?
Market orders: guaranteed fill, but you pay the spread and possible slippage. Good when the move starts immediately.
Limit orders: better price, no negative slippage, but no guarantee of a fill. The missed trades are often the best ones, because price never came back.
A fair comparison needs data on both:
- Average cost per market fill (spread + slippage).
- Fill rate of limit orders, and the result of the trades that did not fill.
Which order type do you use for entries, and have you compared the costs?