Hi Lucas,

Thanks for sharing your problem! There are a couple of ways to go about doing this. The first way is to use 'set_max_order_size' and put a try/except block around your order statement like so:

try:  
    order(sid(24), 100)  
except:  
    print "No More Orders For Today  

This way you no longer have the trading guards stopping your algorithm mid-run. The problem with this however is that if you have two orders for 60 shares, it will only execute the first 60 and won't execute the last 40 (assuming the max number of shares you specified is 100).

The way to alleviate that problem is to use this solution (which works in minutely mode):

import numpy as np  
import talib


def initialize(context):  
    context.sid = sid(24)  
    context.max_order_size = 100  
    context.total_ordered = 0  
    context.day = 0

# Will be called on every trade event for the securities you specify.  
def handle_data(context, data):  
    #: At the start of each day, reset the number of total ordered stocks  
    if get_datetime().day != context.day:  
        context.total_ordered = 0  
        context.day = get_datetime().day  
    if context.total_ordered < context.max_order_size:  
        #: Define order size  
        order_size = 94  
        #: If order size is too big calculate a smaller order size  
        if order_size + context.total_ordered > context.max_order_size:  
            order_size = context.max_order_size - context.total_ordered

        #: Use the smaller order size  
        order(context.sid, order_size)  
        context.total_ordered += order_size  

Let me know if you need any more help

Seong

Thank you very much!!!
I ended up using this :

buy = (short > mid) and context.date != day and cash > context.price

context.date = none
day = get_datetime().day
if buy:
order(context.stock, +cash/context.price)
context.date = day

and it seems to work, I do not want to have a max or min of stock since I want to use all the cash. At least it does not drive me to zero.