Quote from RoughTrader:
I trade up to 25 contracts with anywhere between 1 and 5 round turns per day. I only use limit orders (except for stop losses), and most of the time I have no problem filling my orders. It might depend on your broker.
RoughTrader
Quote from cmaxb:
At some point, doesn't your size start to interfere with the motion of the market. I always wonder how much size you can inject into a market without it affecting the dynamics.