Hello all
I'm getting the above error message with one of my strategies in Binance:
Binance Broker Error: a parameter caused overflow
The strategy is ordering crazy amounts of the tokens which is impossible
I'm using the Kelly formula position sizer but how can the strategy order such outrageous quantities far in excess of initial capital? Any ideas what parameter would cause over flow and influence the buy order quantity?
I'm getting the above error message with one of my strategies in Binance:
Binance Broker Error: a parameter caused overflow
The strategy is ordering crazy amounts of the tokens which is impossible
I'm using the Kelly formula position sizer but how can the strategy order such outrageous quantities far in excess of initial capital? Any ideas what parameter would cause over flow and influence the buy order quantity?
Rename
If it only happens with Kelly, then that's a pretty good clue. We'd probably have to know more about the backtest to comment any further.
Well, Kelly is a risky formula and the signal size must have gotten too big with those cryptos?
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