Hello all. My focus has been trying to find a way to mimic execution reality in institutional trades (even done by algos). Things like how queue position, hidden liquidity, venue rules, and partial fills affect the trade - real world conditions.I ve created a program called ordersim to help, but we ll get to that later. Right now, i m interested in hearing how traders deal with these conditions that can t typically be simulated in backtesting. Thanks!