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trying to do a max drawdown per trade of 2 %
Runtime Error: AttributeError : 'Forex' object has no attribute 'TotalUnrealizedProfit'
at OnData
if self.Securities["AUDNZD"].TotalUnrealizedProfit <= -.02*(self.Portfolio.Cash + self.Portfolio.TotoalUnrealisedProfit + self.Portfolio.TotalUnleveredAbsoluteHoldingsCost):
===
at Python.Runtime.PyObject.Invoke (Python.Runtime.PyTuple args in main.py:line 46
AttributeError : 'Forex' object has no attribute 'TotalUnrealizedProfit'
if self.Portfolio.Invested:
if self.Securities["AUDNZD"].TotalUnrealizedProfit <= -.02*(self.Portfolio.Cash + self.Portfolio.TotoalUnrealisedProfit + self.Portfolio.TotalUnleveredAbsoluteHoldingsCost):
self.SetHoldings("AUDNZD", .0001)trying to set a max drawdown per trade of 2 % total capital
Shile Wen
Hi Joshua,
First, we need to key the Portfolio class as this object is what has this type of information. In addition, there is an extra "s" on field in the provided code. Please see the attached backtest for reference.
Best,
Shile Wen
Joshua Hughes
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