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How to trade a large number of shares?

I'm a day-trader that trade stocks which have a minimum Avg. Daily Volume of 1M shares. Until now, and because of my "R" size, I've entered a positions relatively with a small number of shares (No more than 1,000 shares in each trade). After a long period, my "R" is much higher and I'm going to trade relatively a large number of shares (up to 10,000 shares) in each trade. My question: How do I have to enter a position with such a large number of shares? For example: I want to Sell Short a stock when it's price reach to 19.38$. When I trade a small number of shares, let's say 1,000 shares, I put a stop market order (That's my preferable order for entering a position..), and I'm in with all the 1,000 shares (sometime with a little slipage) when the stock's price of 19.38$ has been hit. Now, what is the right method to enter the same stock, with the same trigger price, but with 10,000 shares? Thanks for your wise answers and for your time, Hagay.