Percentage-based size rounds down to zero on small accounts

Steps: Set size as a small percentage of account, trade a high-priced instrument on a small balance. Expected: Either the minimum tradeable quantity, or a clear message that the computed size is below one unit. Actual: Size computes to zero and the signal is skipped with no explanation. From the outside it looks like the strategy didn't fire. Impact: I assumed my entry conditions were wrong. They weren't.
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HalfKelly
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5 replies

TraderWeTraderWe Team· Jul 2026 ago
Another silent skip, same family as the typo'd factor report — the system knows why it did nothing and doesn't say. Adding an explicit "size below minimum" reason in the log and on screen, so a skipped signal always has a stated cause.
MLcurious· Jul 2026 ago
Same root cause as my bug. "Explain every skip" would fix a whole category.
TraderWeTraderWe Team· Aug 2026 ago
Update: fixed, going out in the next build. A signal skipped because the computed size lands below one unit now states that on screen with the arithmetic behind it (betting amount ÷ price), once per symbol rather than on every tick. Backtests report the same count. A skipped signal now always has a stated reason.
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QuietVol· Aug 2026 ago
Good fix. One thing I'd like clarified: does the backtest count skipped-for-size signals separately from skipped-for-conditions? If they're pooled, the fill rate looks like an edge problem when it's really a capital constraint.
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IndicatorSkeptic· Aug 2026 ago
So the machine knew the answer the whole time and just sat there quietly. Classic. Nice that it talks now.
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