exactly, aggregate execution costs are not complex to estimate/compute, but they are not trivial either because various factors flow into the calculation, such as min tick size. Its not all number of contracts/shares on either side...
I'll type slow for you. It is more difficult to get filled using a limit order in a market with large size (1000+ contracts) at each level in the book. I use the term "Thick" for markets like this as opposed to "thin" markets with 20 to 30 contracts. My comment in post #42 "Yep; thicker markets make limit orders less likely to get filled." prompted you to call me a douche. It started this whole thread drift. Either you are saying it is easier to be filled with a limit order at the back of a 1000 contract que while price is moving away from you or you just like to argue. Just because YOU haven't heard the term "thick markets" doesn't mean it is improper termonology. You still haven't provided what you feel is the correct term.
And I told you already that this is not a rule by any means, certainly not the norm. If a single contract represents only a small amount of notional then 1000 contracts may mean nothing. Even 100,000 contracts may mean nothing. It does not depend on the number of contracts, it depends on the aggregate (or best bid offer) notional value relative to the average daily turn-over in terms of xyz-currency denominated notional. Which part is so hard to understand, I am happy to further clarify but where are you stuck with? The much more interesting question should be "what gets you away with a lower cost of execution, a limit or market order". Answer, it depends (on many variables)
It is hard to understand why you would post that bullshit in a thread asking about short term trading. Clarify that. It is hard to understand why you can object to my use of the term "thick market" yet can't tell us all what the "proper terminology" is. It's not hard to understand why other posters have called you a basket case.
Same winners vs losers meaning nothing until your win % is ok! If you target a 300k win and 300 stop lose, you may have 1000 straight losers before one win. And more important thing is, after 1000 losers you may already lose all you funds!
It's more likely the trade is on the wrong side of direction at the moment the LMT is get filled on a thick market than thin market.
Greed. Your looking at it from a point of understanding the downside risk also. Your already ahead of 80% of people that get into trading who think it might be easy to make a quick couple of $1000 a day as a hobby. If they think like this then from their view point, it can only be better for them if a broker will give them 50:1, 100:1, 400:1 leverage on their deposit so they can achieve their goals of making millions a year quicker and they will be drawn towards markets that provide the leverage. What ever could go wrong for them, after all, trading is easy... Right.