How are you timing entries on low-liquidity stocks in the sim?

In thin-order-book environments within the NGX, waiting for traditional volume confirmation is often a lagging indicator due to structural liquidity constraints. Instead of chasing momentum, a more methodical approach involves monitoring bid-ask spread compression relative to sector accumulation phases and utilizing limit orders pegged near the midpoint. This strategy helps mitigate the severe slippage drag inherent in low-liquidity tickers during your simulation testing without getting caught on the wrong side of wide spreads.

Ah, I'm so glad you brought this up because I've been bumping into the exact same wall with low-liquidity tickers on the sim platform! Since waiting for volume confirmation usually leaves me chasing the price or stuck in those wide bid-ask spreads, I've been wondering if using limit orders instead of market orders is the safer way to practice. How do others usually set their patience levels for these kinds of setups without getting left behind?