After running the code, anyone can advise why the total position for stocks will exceed max 100000 or min notional -100000?
What is the purpose for this setting our maximum position size?
context.max_notional = 1000000.1
context.min_notional = -1000000.0

My cash is 100,000 how to ensure not to exceed the total cash? Is there any control on my total short and long position do not exceed my cash position? Sometimes the total position can go up to $200,000?

Appreciate some help on this. Thank you

import datetime  
import pytz

def initialize(context):  
# Here we initialize each stock.  
# By calling symbols('AAPL', 'IBM', 'CSCO') we're storing the Security objects.  
context.stocks = symbols('AAPL', 'IBM', 'CSCO')  
context.vwap = {}  
context.price = {}

# Setting our maximum position size, like previous example  
context.max_notional = 1000000.1  
context.min_notional = -1000000.0

# Initializing the time variables we use for logging  
# Convert timezone to US EST to avoid confusion  
est = pytz.timezone('EST')  
context.d=datetime.datetime(2000, 1, 1, 0, 0, 0, tzinfo=est)  

def handle_data(context, data):  
# Initializing the position as zero at the start of each frame  
notional=0

# This runs through each stock.  It computes  
# our position at the start of each frame.  
for stock in context.stocks:  
    price = data[stock].price  
    notional = notional + context.portfolio.positions[stock].amount * price  
    tradeday = data[stock].datetime  

# This runs through each stock again.  It finds the price and calculates  
# the volume-weighted average price.  If the price is moving quickly, and  
# we have not exceeded our position limits, it executes the order and  
# updates our position.  
for stock in context.stocks:  
    vwap = data[stock].vwap(3)  
    price = data[stock].price  

    if price < vwap * 0.995 and notional > context.min_notional:  
        order(stock,-100)  
        notional = notional - price*100  
    elif price > vwap * 1.005 and notional < context.max_notional:  
        order(stock,+100)  
        notional = notional + price*100

# If this is the first trade of the day, it logs the notional.  
if (context.d + datetime.timedelta(days=1)) < tradeday:  
    log.debug(str(notional) + ' - notional start ' + tradeday.strftime('%m/%d/%y'))  
    context.d = tradeday