If you're controlling the margin with code you need to adjust the
positionsize too. If margin = 50 then Positionsize = -200
Some actual code;
margin = 50; //or use param statement
SetOption("MarginRequirement",margin);
leverage = 100/margin; //defines leverage
PositionSize = PositionSize * leverage;
--
Terry
-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On
Behalf Of Chris
Sent: Saturday, June 10, 2006 20:10
To: [email protected]
Subject: [amibroker] Margin Bug?
I have written a script to simulate buy and hold:
Buy = 1;
Sell = 0;
I have tried this script using various account margin settings. Using
50% margin the results are as predicted. Using a margin setting >=
56.1, the system does not trade.
Has anyone else encountered this?
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