Hello James - You're absolutely right, one of the totally crazy things in this algorithm is no leverage limit.
We've been thinking about ways to build leverage limits into the backtester. One of the ways I've been thinking about it is to get your leverage limits from your broker, and then automatically applying them.
Until then, you can do it yourself with a few lines of code. Create an "if" statement that represents your leverage limits, and apply it on the orders. You could even program in a margin call if you wanted!
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