Entry/Exit Algos

[shnickins]

Hi, I am trying to find basic introductory information (or advanced info as well) on entry and exit algos. Basically I am curious to see a couple of examples/ideas on how people approach breaking up orders into smaller units to get filled.



Any suggestions as to books, papers, websites is appreciated... as well as personal experience/comments



Thanks

[svisstack]

You can find several in this book http://www.amazon.com/Algorithmic-Trading-DMA-introduction-strategies/dp/0956399207