If i am back testing 100 symbols, but i only want 2 active trades at any point in time (or even a capital limit of say $100k), can i configure this in the backtest?
Or does zipline backtest each symbol sequentially without any knowledge of what other symbols are trading?
My current back testing sytem will make many trades and therefore my results are not possible as i only have limited capital.
Hi Dane,
Zipline actually doesn't backtest each symbol sequentially, so it's definitely possible for your algorithm to make decisions based on the order status of and positions in different equities.
Based on what you're saying it sounds like you're having trouble with your algorithm over-ordering. I would recommend going through the Getting Started Tutorial if you haven't already. As in the tutorial, it's usually best to use the order_target_percent function to place orders; order_target_percent automatically scales orders to your capital base.
So that you can avoid placing too many orders, Lesson 10 of the tutorial covers checking for other open orders before making new ones.
If you've gone through the tutorial and are still having trouble managing orders, would you mind posting a backtest so I can take a look at your code?
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