Orders get canceled while backtesting
Stefanos Zachariou last edited by
Hello everyone, hope you are enjoying the holidays.
I want to apologize in advance as i am not proficient in python and so this might be very basic.
I have started fiddling with backtrader and thought that the best way to start is by following the examples in the documentation. The only alteration i have made is that i have loaded some btc data i found on github. All null values have been removed and plotting it there seems to be nothing wrong, yet the majority of the orders are canceles/modified/rejected. I thought this is peculiar when backtesting and wanted to inquire why this is happening.
Thank you all for your time.
vladisld last edited by
A wild guess would be insufficient available cash set for the broker ( the default is just 10000$), although without seeing your code and data set it is hard to know.