Lot size larger than volume of bar in backtesting, won’t execute trade

Created at 03 Dec 2020, 03:41
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max.freedman

Joined 03.12.2020

Lot size larger than volume of bar in backtesting, won’t execute trade
03 Dec 2020, 03:41


So I am having an issue where when our calculated lot size is greater than the volume of that bar for the backtest, it wont execute that trade, is there anyway to force the trade or disregard the volume so that it will do it during the backtest. i am using market orders so theoretically we should always get filled, and the backtest won’t be as accurate if we are missing trades due to this. Any one have any idea on this? Thanks in advance


@max.freedman
Replies

PanagiotisCharalampous
03 Dec 2020, 08:50

Hi max.freedman,

It is not clear from the description what is the issue. I am not sure what do you mean when you say " the volume of that bar". Can you provide us with some code that will allow us to reproduce it?

Best Regards,

Panagiotis 

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@PanagiotisCharalampous