I would like to set up a backtesting strategy which allows me to trade up to a certain stock position such as 10000.
Therefore, I can go long or short up to 10000 but not over.
I have currently set up a backtesting strategy but I cannot work out how to stop it trading once it hits a limit.
If I buy 10000 then I should only be allowed to sell and not buy.
I have this:
df_tradable["Trade"].groupby(df_tradable["Date"]).cumsum()
This adds up all of my trades for a day. (Trade is +1 or -1 depending if buy or sell)
I can set up another check which only adds up P&L when my day traded is less than 10000 however I want to be able to sell again.
Is there an easy way to set this up please?