If you don't get screwed on the commission, they will screw you on the execution. If you give them an "all or none" many times, you won't get an execution---if you give them a limit order, they will break a 500 share order on an actively traded listed stock into 2 or 3 odd lots and charge accordingly. You can't beat them--get used to it.
Bulls and Bears prosper, Pigs get slaughtered.