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Category
Settings or Order Settings
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.
See also OrdersIgnoreSplits, a per-strategy version of this idea which additionally excludes the strategy's positions from the splits CSV and warns when a large ratio is ignored.
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