Be careful with this concept:
"The "signals" are such a small amount of shares
(worth no more than 5 or 10 dollars) that
no trader would have paid a commission that
costs more than the amount of shares bought."
My experience has been that one of the ways the houses make money is by taking advantage of the new guy. (And, there are thousands of them every day!) If they forget to select AON ("All or nothing"), the broker (I feel it's intentional because they rake in millions of dollars this way) only makes a small by for the customer. The frustrated newcomer often figures it out on his own, or contacts the broker to reverse the charges, and finishes the "buy". But, the actual tiny buy is not reversed!
This is my gut feeling.