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I am trading ETF using momentum algorithm, when using no SetBrokerageModel i get net return of 54.51% whereas changing it to SetBrokerageModel(BrokerageName.Alpaca) it drops the return to 29.019%
how can this be explained.
ETF i am trading are below.
"SPY", "EFA", "IETC", "QQQ", "XNTK","SWAN","RWGV","BTAL","CLIX","JKE","PSJ","TMFC","GLD"
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Hey Sherpa. I just explained a similar question here. Generally, it will be much more efficient for you if you look through your trades and attempt to answer these questions before posting to the forums. Most of the trades which fail you can see why from the error messages presented in the backtest result view.
Alpaca and some other brokerages count open stop and limit orders against your buying power, so some of them may fail vs IB where the order will be permitted.
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