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Can someone please explain these options of the portfolio tab of the backtest settings window?
"Limit trade size as % of entry bar volume"
switching this value from the default 10 to some other values gives me significant differences in the results but i dont quite get what this option does.
"Disable trade size limit when bar volume is zero (allows to backtest mutual funds that come without volume data)"
checking/unchecking this option alters the results of my backtest. I don't have mutual funds in my database, just stocks and all of them have volume data above zero.
thanks in advance for the help!
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