Mike Wouldn't this approach create a incorrect results if: 1. you are a EOD stock trader 2. want to use 50% margin 3. no more than 10% in one stock 4. initial cash $100,000 on the first buy you should be using $10,000 from cash not from $5000 and $5000 on margin. It seems to me the correct approach is once your cash is exhausted then AB should take on margin loan.
--- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote: > > Hi, > > The feature dictates what percentage of the purchase price is to be > paid from your own funds vs. a margin loan. When set to 100, you pay > the entire amount (i.e. 100%). When set to 75, you pay 75% of the > purchase and take a margin loan for the remaining 25%. When set to > 50, you pay half and take a margin loan for the other half, etc. > > The amount in absolute dollars will vary based on the price and > number of shares bought. However, the ratio will remain the same for > all trades. You can do the math to figure out what the actual amount > is by multiplying the number of shares by the purchase price and then > multiplying that by the percentage covered by margin. > > Mike > > --- In [email protected], "guhu0434" <g.h.h@> wrote: > > > > Hello, > > > > thank you for the answer. The setting you mention gives the > > backtester the possibility to make a margin loan. I am interested > in > > the actual amount of the loan. I hope I explained it in such a > manner > > you get my point. > > > > I got the stuff with cash and equity simply by looking at the > equity > > chart in amibroker, right mouse button and click on "Formula". > > > > To my knowledge, this feature isn't documented. > > > > WIth regards, Guido > > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > > > Hi, > > > > > > The easiest approach is to set the margin from the AA Settings > > window > > > (e.g. 100 means no margin, 50 means max overnight margin allowed > by > > > U.S. markets, 50% paid by you, 50% by your broker). > > > > > > If you want to do it using code, try SetOption("AccountMargin", > > 50), > > > for example. > > > > > > Mike > > > > > > P.S. Where did you read that Foreign("~~~Equity", "L") was equal > to > > > cash? Or are you making an assumption? > > > > > > --- In [email protected], "guhu0434" <guhu0434@> wrote: > > > > > > > > Hello, > > > > > > > > I hope somebody can help me with this question. How can I > control > > > the > > > > MarginLoan during backtest? > > > > > > > > As I see, Equity and Cash can be controlled via the ~~~EQUITY > > > > eq = Foreign("~~~EQUITY", "C"); > > > > cash = Foreign("~~~EQUITY", "L"); > > > > > > > > I tested the other values "H","O","V" as well, but can't find a > > > hint > > > > for the marginloan. > > > > > > > > I would like to improve my moneymanagement... > > > > > > > > With thanks in advance... > > > > > > > > Guido > > > > > > > > > >
