Anyone with knowledge in autotrading who has as what to know about when creating a system some hints?
Matters such as: Better to put a limitorder (when you get a signal, for instance) or a marketorder in precisely the exact same time the limitorder could have executed?
What's more inclined to get filled, slipped etc?
Can there be a difference between brokers, perhaps serverside limitorders and stoplimits is much better to avoid when using a reliable, non-direct-execution broker?