tells me i can't go long 1 share when my max_position is set to >30 - it makes no sense
def initialize(context):
set_max_position_size(sid(24), max_shares=30, max_notional=2000.0)
context.aapl = sid(24)
#portfolio can only have 1 share of AAPL at a time
def handle_data(context, data):
#the sume of the prior 11 minutes volume, excluding the most recent minute
hist = data.history(sid(24), 'volume', 10, '1m')
vol_10 = hist[0:10].sum()
#volume of the most recent minute
vol_1 = hist[0]
#define current trading day low price
day_low = data.history(sid(24), 'low', 1, '1d')
#define current price
current_price = data.current(sid(24), 'price')
#define cost basis
cost_basis = context.portfolio.positions[context.aapl].cost_basis
#define current position
current_position = context.portfolio.positions[context.aapl].amount
#if most recent minute volume is > 25% of the prior 10 minutes total volume
#and the current price is within 5 minutes of the low price
#for the day, buy 1 share of AAPL
if vol_1 > vol_10 *.25:
order(context.aapl, 1)
#if position opened, simultaneously open stop loss order at .999% of cost basis
if current_position > 0:
order(context.aapl, -1, style=StopOrder(cost_basis *.99))
error is: TradingControlViolation
There was a runtime error on line 26.
Order for 1 shares of Equity(24 [AAPL]) at 2017-01-05 14:40:00+00:00 violates trading constraint MaxPositionSize('max_notional': 2000.0, 'max_shares': 30, 'asset': Equity(24, symbol=u'AAPL', asset_name=u'APPLE INC', exchange=u'NASDAQ', start_date=Timestamp('2002-01-01 00:00:00+0000', tz='UTC'), end_date=Timestamp('2017-05-01 00:00:00+0000', tz='UTC'), first_traded=None, auto_close_date=Timestamp('2017-05-04 00:00:00+0000', tz='UTC'), exchange_full=u'NASDAQ GLOBAL SELECT MARKET')).Learn More