I noticed that when I optimize/backtest, each entry is treated as a single order...and thus a quite straightforward results are being reported which are easy to analyze.
However when in live trading mode, I noticed that when larger quantities are bought/sold...this results in a combination of many partial fills.
What strikes my attention is that when I generate a performance report, I get hundreds of entries...which I assume are all the partial fills that took place for that day.
Has anyone else experienced this and is there a way to tell NT not to treat partial fills as separate orders?
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