I totally agree with the stupidity of all in strategies, but I feel like there is a bit more to that here. Looking at the following log:

```
Order size: 10233.442891368994
Order value: 8500.0
2011-06-29T00:00:00, Order submitted by 1900-01-01 00:00:00 2100-01-01 00:00:00 NZDUSD
2011-06-30T00:00:00, Order Submitted NZDUSD-market
2011-06-30T00:00:00, Order Margin NZDUSD
2011-07-03T00:00:00, Ending Value 10000.0000
Order size: 10362.315306968352
Order value: 8499.999999999998
2011-07-11T00:00:00, Order submitted by 2011-07-04 00:00:00 2017-01-01 00:00:00 NZDUSD
2011-07-12T00:00:00, Order Submitted NZDUSD-market
2011-07-12T00:00:00, Order Margin NZDUSD
Order size: 10333.341437914853
Order value: 8500.0
2011-07-12T00:00:00, Order submitted by 2011-07-04 00:00:00 2017-01-01 00:00:00 NZDUSD
2011-07-13T00:00:00, Order Submitted NZDUSD-market
2011-07-13T00:00:00, Order Margin NZDUSD
Order size: 9957.009148734287
Order value: 8500.0
2011-08-03T00:00:00, Order submitted by 2011-07-04 00:00:00 2017-01-01 00:00:00 NZDUSD
2011-08-04T00:00:00, Order Submitted NZDUSD-market
2011-08-04T00:00:00, Order Accepted NZDUSD-market
2011-08-04T00:00:00, SELL EXECUTED, Price: 0.8537, Size: 9957.0091,
```

I am using a percent sizer only at 85%. It seems that my orders are rejected if the order size (not my order value) is bigger than my cash. In other words, the first three orders are rejected because numerical value of my order size is bigger than my cash, the percent sizer starts working as soon as my order size drops below my cash. Very curious indeed.