Why Simulated Stock Orders May Violate Round-Lot Quantities

Summary

This short support discussion concerns a Chinese stock strategy whose test run reportedly rounded purchases to multiples of one hundred shares, while the published simulated account showed non-rounded quantities. A reply names two possible causes: trading with back-adjusted prices, or a corporate action such as an ex-rights adjustment occurring before shares are sold. The respondent says those explanations did not appear to fit the specific example and asks for the simulation notebook identifier to investigate further.

The exchange is useful as a troubleshooting clue about differences between a test environment and simulated execution, as well as how adjusted prices and corporate actions can affect recorded share quantities. It does not establish the actual cause of the reported discrepancy, provide a complete reproduction, or offer a confirmed fix. Users would need to inspect the strategy’s price adjustment settings, holdings, and event history in the affected simulation.

Key ideas

• The reported discrepancy is between round-lot quantities in testing and fractional multiples of one hundred in simulation.
• Back-adjusted prices and corporate actions are suggested as possible explanations for quantity changes.
• The discussion does not identify a confirmed cause and requests the affected simulation details for diagnosis.
• Price adjustment settings and corporate-action history are relevant checks when investigating order quantities.

Tags

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