Unsettled funds

I followed your reasoning, but it would be clearer if I could see it in action (code).

If you do not mind sharing your code with the community, could you please attach a backtest? It will make it easy for the community to look into it and help you.

Margin call orders are issued when Portfolio.MarginRemaining is zero or lower. You can add logic to verify whether the remaining margin is reaching a fraction of Portfolio.TotalPortfolioValue (e.g. 20% - Portfolio.MarginRemaining < Portfolio.TotalPortfolio * 0,2) and liquidade securities with the worst performance.

Ok, I added some log messages and now I see whats going wrong.

I've been using Portfolio.Cash instead of Portfolio.MarginRemaining when buying.

However, I don't understand why my MarginRemaining is not always equal to cash, since I'm not buying on margin?

Securities[symbol].SetLeverage(1m); // we are not using leverage

This should probably be a separate post:

The attached algorithm only contains my execution logic, with strategy ommitted.  I really don't care to spend a ton of time on my limit order execution logic, but I realize it needs to be much more sophisticated.  Anyone out there in the same boat that wants to partner on the execution phase?  My execution phase is only 500 lines of code and it probably would need to be more like 10000 lines to be viable, 100000 lines to be competitive.  I'm thinking the execution logic needs to have a callback into my strategy code, so that the strategy code can tweak some knobs each second tick to adjust the way the limit order(s) are updated or cancelled.

Is this also valid?  This sets maintenance model to 0.

            foreach (string symbol in symbols)
            {
                AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
                //Securities[symbol].SlippageModel = new ConstantSlippageModel(0.001m);
                //Securities[symbol].SetLeverage(1m); // we are not using leverage
                SecurityMarginModel model = new SecurityMarginModel(1,0);
                Securities[symbol].MarginModel = model;
            }

Portfolio.MarginRemaining takes into account the Equity (Portfolio.TotalPortfolioValue) and the maintenance margin of every security in your portfolio. The maintenance margin of a security depends on the volume of your position when you open it and its leverage, so it is a constant. On the other hand, total portfolio value depends on value of your securities.
In your case, the price of your securities are lower than when you bought it, so your Portfolio.TotalPortfolioValue is lower and consequently Portfolio.MarginRemaining is negative. On the other hand, Portfolio.Cash is a reservoir of P&L that only changes when positions are opened or closed (unless you are trading currencies).

These calculations are made even if your leverage is 1. In this case, when you open a position, you are required to have all the cash (not only a margin) and there won't be margin calls.

That code snipped if valid, but it is redundant, since that is the default. You cannot put a value lower than 1 for leverage.
 

First off, hallelujah that this is open source cuz otherwise I would have been ripping my hair out all weekend trying to figure out what was happening.

This prevents margin calls.

However, I cannot use a significant portion of my Portfolio.Cash unless I use this instead:

For example, if value of my stocks drop, then TotalMarginRemaining becomes negative. In the project I attached above, my purchases fail to execute even though there is enough Portfolio.Cash to purchase them.

Something near line 319 of SecurityTransactionManager.cs prevents you from using all your cash.  That said, it looks like any change to that code would break something else.

To be safe, I should probably use this instead: