I should add that (market-price) trades aren't completed in an all-or-nothing fashion, unless you specify this (which brings another set of costs and risks). E.

I should add that (market-price) trades aren't completed in an all-or-nothing fashion, unless you specify this (which brings another set of costs and risks). E.g. if you want to buy 1000 shares, it might happen in several chunks (say 200, 200, 600), with the price going up each time. So, the process of buying or selling moves the price, which is another reason why trading with real money against competitors is different from training against historical data.