Hi
This backtest is a a modified version of algorithm I found from a post around here. However, there's an error around Jun-Jul 2010 that the algorithm takes a very large position in particular stock, push the leverage to 8 - 10 times.I tried to experiment with order_target_value at 500$ but the error is still there. So, anybody know how to prevent this kind of error to happen? Maybe a code that check the maximum leverage before each trade. Or how to fix this in anyway?
Thank you everyone,
Nor