for every share I purchase "ahead of" a big order, a seller has been filled at the price he desired. But they would have been filled at the price they desired

for every share I purchase "ahead of" a big order, a seller has been filled at the price he desired. But they would have been filled at the price they desired if they sold directly to the big order, as well. The end effect of the hft systems is just to run up the big order to the max of what they're willing to pay, and take their profit as the difference between that max and the original offer (split up between however many of these things managed to make it over to the feeding frenzy before the real buyer got what they wanted).