My question relates to what i've seen in ninjatrader in my strategy when i enter a position is that sometimes ninjatrader will break a position up several times itself. So for example if the position size is 300,000 it could fill the whole position at once or it could fill it three times at 100,000 each. Why does ninjatrader do this? Is it to get the best position price for your entry?
I'm asking this because I want to know is there any benefit to breaking up my position entry into multiple stop entry orders to minimize slippage or will ninajtrader breakup the position anyway to enter the market at the best possible price to be slipped as little as possible?
Thanks
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