My first post on ET I have an automated system, (though not enough $$$ to trade it yet) and am wondering how it will adapt to real trading. It does daytrades, long and short, only one position at a time. The simulation simply buys at the ask, sells at bid. All stocks trade at least 1 million daily volume. Having never traded large size .... can I expect a clean execution at the inside bid/ask for a 1000 share position ... 3k .... 5k ... 10k ?? I plan to hook this up to send an IB Smart order.