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Clarification about number of trades and available liquidity#1193

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sotos82 asked this question inQ&A
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Hello,
I am new to Backtesting.py and I have the following question:

Within my strategy class I use the following to place an order based on some condition.
self.buy(sl = stopLoss, tp = takeProfit, size= .99999)

Before the run I also set:

bt = backtesting.Backtest(df_Test, MyStrategy, trade_on_close = True, exclusive_orders = False, cash = initialCash)

Here is part of the trading plot
1

Can someone explain to me why Backtesting starts another trade (see arrow) before the active trade becomes inactive since there is not enough available liquidity because size= .99999 (So if I understand the whole initial capital is committed to the previous trade)??

thanks

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Replies: 2 comments 2 replies

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You can add condition in front of the self.buy:

for example, from:

if (1 == 1):    self.buy()

to:

if (1 == 1 and not self.position.is_long):    self.buy()
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2 replies
@sotos82
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Hello, thank you for your answer. I understand about conditions.

My question however was why it initiates another trade if the whole capital is committed to the 1st trade (size = 0.9999) still active and there is no money left.

@iimka
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Maybe yourinitial cash is too large.

After you buy 99.999% your cash in stocks, your remaining 0.001% cash may still be able to buy a small amount of stock. You can take a look at the Profit/Loss graph to see how much size you bought in the second action.

You can delete the code 'size= .99999' or add the 'not self.position.is_long' to avoid the problem.

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May be your present position is generating some profit which is used for taking the trade. As per documentation If size is a value between 0 and 1, it is interpreted as a fraction of current available liquidity (cash plus [Position.pl] minus used margin).

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