Hi,
I've been playing around with a simple breakout algo, it is in very early stages and needs a lot more work to be anywhere near useful, however, I have the issue of half way through each test, it holds a position and stops placing any new trades.
Could anyone shine any light on why this is happening? Apologies if it's an obvious issue.
Thanks,
g.
context.profit_value and context.stop_value both end up with nan. Once that happens they never change and the position is never exited.
I will leave it to you to figure out how to avoid that situation. You probably should rework your code to calculate from cost_basis which will never be nan.
cost_basis = context.portfolio.positions[security].cost_basis
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