I have an algorithmic trading strategy that I am ready to implement. The backtesting is nearing completion, and now I am ready for the next step. The strategy was backtested on tick data of actual filled orders. So, I am assuming that if I implement the strategy with market orders, it will closely mirror the same results that I achieve during backtesting. Am I correct with this assumption? Is there a better method for order execution? Is there any good reference material on the subject? Thanks!