So I didn't let this backtest run for long, because it wasn't needed in order to show the error that was happening. This algorithm is a simple one designed to show what I believe to be an error or (hopefully) just a misuse of the limit order functionality on my part. Basically, if there is currently a position held in Apple, it will sell using order_target_value and an limit order. However, as can be seen immediately after beginning the backtest, the algorithm buys 105 shares of AAPL, then sells 105 shares dozens (if not hundreds) of times a minute later on that day. It is selling shares that I wouldn't theoretically have, even after using the set_long_only() option, so I don't think it should be shorting. Is this a bug in the Quantopian system, or am I using the limit order functionality wrong?
Hi Dominik,
There's no limit to the amount of cash you can borrow/spend in a Quantopian algorithm, so you'll need to control it by tracking open orders. Check out the get_open_orders() function, and this tutorial video for a better explanation!
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