Hi, is this true that:
(1) the function
target_weights_to_positions should output the % of the allocated portfolio the strategy should be held, and
(2) QuantRocket automatically calculates the required order quantity by substracting current positions from this target quantity?
The user guide says so, but I am not sure if this applies to intraday strategies, as, when I review the blotter orders, all my intraday strategies place orders equal to the target quantity, on top of the existing position (i.e. not substracting the current position).