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Category
Settings or OrderSettings
Description
Forces generated exit order quantities to match the position's entry quantity
Choices
True - change exit quantity to match entry quantity if needed (ignore any splits between them)
False - (default) adjust exit quantity for any splits that happened since entry
Notes
This is an advanced option provided for users who want to use Adjustment: TotalReturn data in their strategies.
Total-return adjustment literally means convert dividends to splits. Once data is imported that way, dividends become indistinguishable from normal stock splits (which are more rare).
A normal stock split changes the number of shares held in any open positions on the ex-split date. RealTest by default accounts for this fact when it generates exit orders (also in the trade lists of backtests).
It is generally recommended to avoid using total-return adjustment for any live strategies because it can make exit order quantities incorrect, since the actual corporate action was a dividend, not a split.
This option is provided to support users who nevertheless prefer total-return adjustment.
If you use this option, be sure to keep an eye out for real splits in your positions. You will need to manually correct their exit order sizes.
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