Hi Ricardo, what you're seeing here is happening because of partially-filled close orders. At 1:04 on 4/14/2016, your algorithm decides to close the SPY position. However, the volume during the next minute isn't very high, so the sell order is only partially filled. The backtester plans to finish the sell order during the next bar.
Meanwhile your algorithm still wants to close the position and makes another sell order at 1:05. Now there are two duplicate sell orders, one which is left over from the partially-filled order at 1:04 and one from 1:05; both are filled completely at 1:06, and the algorithm has overshot; it now has a short position. Finally it has to buy back some shares to cover and get to the target percentage of 0. Let me know if you'd like more explanation on this.
The bottom line is that
order_target do not take orders that are already open into account, so opening multiple of these orders can cause your algorithm to overshoot. A good rule of thumb is to always cancel all open orders for a security before placing another targeted order for it. You can do this using
cancel_order, documented here.
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