How are you managing entry timing on thinner NGX counters in the simulator?

When dealing with lower-liquidity counters on the NGX, the bid-ask spread essentially acts as a transaction cost tax that will eat your simulated alpha if you cross it aggressively. Rather than forcing size through limit orders that risk partial fills, the more sustainable approach in these thin books is scaling in via smaller tranches only after confirmed volume ticks validate the support level. Patience is the primary risk-management tool here; if the liquidity isn't supporting a clean entry without slippage, the trade setup mathematically isn't there yet.