When I first started running backtests I found I was making big bucks on my back test and looking at the below results it became obvious that my position sizes were becoming unrealistic and would ‘move the market’ if the position could actually be filled
So I am not sure exactly what volume if any the backtest uses but trying to simulate such a thing would be pretty difficult.
Hopefully the above helps paint a picture to what an unrealistic backtest looks like and what Amibroker is trying to prevent.
I have ended up going for a fixed position size to prevent the above. So with the standard $100k equity figure I would use $10k position size with a maximum of 20 positions which would be reasonable to manage once you gain more experience.