Too many invalid orders

Hi Tushar,

Invalid orders in backtests can occur due to a variety of reasons. Here are a few possibilities:

1. Insufficient Capital: If your algorithm tries to place an order that requires more capital than is available in your portfolio, the order will be marked as invalid.

2. Data Issues: If there's an issue with the data for a particular symbol at a particular time, it could lead to invalid orders. For example, if the price of a symbol is reported as 0, any orders involving that symbol would be invalid.

3. Order Logic Issues: If there's an issue with the logic in your algorithm that determines when and how to place orders, it could result in invalid orders. For example, if your algorithm is trying to place orders for symbols that aren't currently trading, those orders would be invalid.

Without seeing your specific code, it's hard to say exactly what the issue might be. However, you can debug your algorithm by logging order events and examining the logs to see why orders are being marked as invalid. Here's an example of how you might do this in Python:

def OnOrderEvent(self, orderEvent):
    if orderEvent.Status == OrderStatus.Invalid:
        self.Debug(str(orderEvent))

This will log any order events that have a status of Invalid, and the log message will include information about the order that might help you figure out why it was invalid.

Also, consider reviewing the Bootcamp lessons and the Introduction to Financial Python tutorial to get more familiar with the QuantConnect API and how to handle orders.

Sources:

• Why invalid orders in backtest?
• Crypto trading - a lot of invalid orders
• Price bug causes Invalid Market Orders in Alpha Framework backtest
• Backtest fails with no reason