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I'm getting a margin error when I try to do a full reversal using Limit Orders. It works when I use SetHoldings function.
Error: "Backtest Handled Error: Order Error: id: 6, Insufficient buying power to complete order (Value:199042.8), Reason: Id: 6, Initial Margin: 99524.8, Free Margin: 50125.4."
I've attached a dummy algorithm as an example.
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Alexandre Catarino
The issue with this algorithm is that limit order #5 was not filled, so when you place #6, the algorithm will tell you that margin was already reserved for limit order #5.
I have attached an algorithm where I save the last order event and if its status is submitted, I can it before I place a new limit order.
Juliano Teixeira
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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