Hello.
Why am I having NSF positions if strategy's setup specifies up to 4 positions max and trading 25% per position, with margin of x2?
Thank you in advance!
Why am I having NSF positions if strategy's setup specifies up to 4 positions max and trading 25% per position, with margin of x2?
Thank you in advance!
Rename
I think it's because these two settings don't talk to one another, so the Backtester will allow 4 trades as long as you don't ALREADY have 4 open positions (which is the max.) But Eugene helped implement this logic so it would be good if he could weigh in too.
I still wonder why it brings so many NSF. The second image is a screenshot of the results. I've tried everything to limit is but it keeps bringing NSF.
I explained it above 🤷🏼♂️
So if I have 3 open positions it could open up to additional 4?
Well you’re limiting the number of positions right? So, if there are more signals that would have exceeded your limit then they become nsf. Try setting both those to zero to allow as many as possible through. Depending on your position size, starting capital, and number of symbols in the portfolio you still may have nsf positions.
As says the FAQ, Market order strategies can virtually eliminate NSF Positions by switching the Position Sizing Settings > Basis Price to "Market Open next Bar".
Eugene I don’t think this is relevant since he’s using 2:1 margin.
Your Response
Post
Edit Post
Login is required