I believe there might be something wrong with the way I wrote the notional. I'm fairly new to python and pretty much copied a lot of the stuff from the tutorials. I chose some random stocks I thought were pretty reasonable and got returns I didn't think could possibly be accurate.
Thanks
Brian, your algorithm is borrowing insane amounts of money to get those returns, you will have to code in some money management rules. I added a couple record variables that are useful for knowing how much you're borrowing. Maybe try one of the other order methods, the 'target' style orders can be useful.
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