I've been trading for a while now and as I go along there are new problems/issues I need to learn how to handle. One of the things I'm finding hard to figure out is to how increase my size without diminishing my returns. I trade stocks mainly, listed and NASDAQ, usually buy and sell at one point about 2,000 shares, and I only make 2-3 trades a day. For those who understand what I'm talking about and "been there, done that..." traders here is my question: what share amount you find as maximum you can trade without getting too much slippage and stuff like that? How many shares do you guys trade on average per trade? Do you go all in and all out as a one shot or scale in and out during the day so you can build a bigger position?