I know that brokers have a lot/qty limit for Nifty per order which is 36 Lots/ 1800 Qty.
So if my strategy were to have a 100 lots of CE/PE Buy. Then would it place multiple orders?
If so, what could be the approx slippage?
Just as a Hypothetical, what is the max lot/qty I can trade in Nifty on a given day. Can i buy 80,000 Qty which comes down to 1600 lots. If so, does Algotests live trade support it? I know that backtest supports it.