Hi guys,

I was playing around and I found something strange.

I was trying to learn a bit about limit orders and created a simple algo that measures the hourly opening range (first 20 minutes for ex) and places 2 limit orders at top of opening range and bottom of opening range (thinking the price might revert to it, but that's not important).

Because I forgot to initialize the minimum and maximum prices each hour, it kinda does a rolling min/max of these, which wouldn't make a lot of sense in real life. 

What is weird is that it generates a kinda implausible profit (and 98% win rate) while logging margin calls and insufficient margin (which I take as a sign that I've blown my account - which would make sense as per the mistake I mentioned above about initializing min/max hourly).

What do you guys make of this?