Right. Use limits and do not move them. If an MM sees your order always chasing, he with play with you. He is thinking, "how much of a sucker it this guy?"
yeah I know all that, I just had a buy in for real cheap all or nothing as a longshot, I didn't need it, and am not concerned that it didn't fill. But it would have been nice to be up almost 50% for a 1/4 million position in one day!