Why Target-Percentage Orders May Underfill Positions in a Stock Basket

Summary

This short platform support exchange addresses why assigning equal target weights to five stocks may initially result in positions below the intended 20% per stock. The answer points to a trade-module setting that limits how much volume can be filled and says that setting it to zero removes the limit.

The discussion offers a practical diagnostic for simulated order sizing: inspect execution constraints before assuming the target-weight calculation is wrong. It does not explain how the volume cap is calculated, how changing it affects fill realism, or whether other order constraints can also cause underfilling. No trade example or measured result is included, so the advice is limited to the specific platform setting described.

Key ideas

• Target weights may not be reached immediately when a trade module limits fill volume.
• The answer recommends setting that volume limit to zero to remove the described constraint.
• The exchange does not explain the limit’s calculation or discuss fill realism.
• Other causes of underfilled target positions are not covered.

Tags

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