the Volume Share Slippage configuration set up volume_limit cap (default 0.025) and thus price impact.
it sounds to me that this work for back-test only and have no effect for live trading right? in live trading, volume_limit cap should be handle by algo itself.
James and Anthony are quite correct.
In paper trading your fills are determined by your slippage model - the default or whatever you specify.
In real-money trading there is no model - there is just the reality of what your broker fills for you.
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