I have discovered that there is a downside to scaling, I think. It is slippage Slippage.
Whether it is scaling up or down, it appears that orders are not as filled as fast as when scaling is set at 100%. That extra scaling calculation done by the system to scale may have an impact.
Any one else witnessed this phenomenon.
It’s a problem when subscribing to intra day strategies but for swing or momentum traders you can live with it.
Anyone else faced this?