Insufficient capital warning message in Raw Profit mode
Author: abegy
Creation Date: 7/11/2012 2:05 PM
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abegy

#1
I have a problem. When I run a strategy in Raw mode, I have a warning message which tells me that some trades has been removed because of the capital.
I never add this message before. I try several time (shutdown my computer, try a different strategy...) but without success.

Do you have a similar experience ?
Thanks for your help.
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Eugene

#2
Some instrument(s) does not have enough capital to buy even one share in RP mode. Usually it happens with higher-priced indices. Find the overpriced instrument i.e. the one whose price exceeds (or exceeded at the time of the dropped trade) your position size of $1,100.

This of course is fully expected in RP mode as well - unless you switch to Fixed Shares from Fixed Dollar.
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Eugene

#3
Added to the FAQ: PosSizers (position sizing)
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