I added this line into the initialize method:
set_slippage(slippage.FixedSlippage(spread=0.00))
Which I thought would prevent orders from not being filled.
However with every trade done the orders are not fully filled, or even filled at all.
Is there any other way to ensure orders are filled? I'm trading gold futures which aren't
illiquid so I'm not sure as to why the orders aren't filling.
Cheers