Why Backtest Share Quantities Can Differ from Live Orders

Summary

The document answers two platform questions about order sizing and simulated signal timing. It explains that default AI strategy backtests may calculate share quantities from a portfolio percentage, which can produce quantities that do not meet the live market’s requirement for orders in 100-share lots. The stated rationale is to let a backtest examine the strategy idea without lot-size constraints or money management dominating the initial evaluation; the platform can also be configured for round-lot orders.

It also says simulated strategies are expected to run sometime between 5 p.m. and 11 p.m., after the platform receives that day’s closing data, and that signals are then sent to authors and subscribers. This is platform guidance rather than a general trading method. It does not provide implementation steps for rounding quantities, details on how timing varies by strategy, or independent confirmation that the schedule remains current.

Key ideas

• Default backtests may allocate by portfolio percentage and produce non-round-lot share quantities.
• The platform distinguishes validating a strategy idea from enforcing live order constraints.
• The response says round-lot order sizing can be configured.
• Simulated signals are described as running after closing data arrives, within an evening time window.
• The document provides platform guidance without detailed implementation steps or independent verification.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.