I have coded a strategy that has built into it a money management system and within this there is a minimum position size that is set with something like the following instruction:
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minstake=0.2
mystake=(mypositionsizecalculation)
stake=max(minstake,mystake)
The strategy simply buys the stake size in accumulating positions and then sells them all in one go at market. There is no partial closing of positions.
For some reason I see in my orders the closing of positions that are under the minimum possible position size. How is this possible?
There is a direct correlation between both the quantity of bugs and the weirdness of bugs and the amount of time spent coding strategies and indicators. I really must get out more! 🙂
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