liquidateExistingHoldings flag needs improvement
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DerekMelchin commented
Expected Behavior
These two algorithms produce the same result:
- https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_e465b6684d8f1600119d56327c61a12c.html
- https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_2e4aa32cb635e83e519c7df012cca173.html
Actual Behavior
They produce different results. The second algorithm ends up in a short position.
Potential Solution
N/A
Reproducing the Problem
Run the algorithms above
System Information
QC Cloud
Checklist
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