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I've ran into a backtesting error message: "You have exceeded the maximum number of orders (10000), for unlimited orders upgrade your account."
On the backtest, the algorithm is averaging 10-20 insights per month. How might these relatively low numbers of BUY / SELL signals be triggering 10,000+ orders?
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It is rebalancing to ensure the same cash allocation over time. We're adding a minimum order size as well to make sure it only trades once at a significant difference.
The framework separates the concepts of signals and trading making it closer to a professional fund. The order behavior depends entirely on the execution model.
QuantConnect algorithms can also be in "classic" style. This is basically letting you place all trades individually (no alpha/execution etc)
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