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Re: [amibroker] backtester -- margin mode discrepancy



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Yuki,

I have read too fast, sorry. 

You would need to compare trade lists. I can do this for you if you send them
to me (better directly than to the list).

Things to look at: Position Value column.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: "Tomasz Janeczko" <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 30, 2003 2:37 AM
Subject: Re: [amibroker] backtester -- margin mode discrepancy


> Hi Tomasz,
> 
> Tuesday, December 30, 2003, 10:35:27 AM, you wrote:
> 
> TJ> Yuki,
> 
> TJ> If you set margin requirement to 30 it means
> TJ> that you have 30% of YOUR funds and 70% of borrowed funds.
> TJ> So your buying power is actually 1/0.3 = 3.3333 times higher
> TJ> (not 3 times higher).
> 
> TJ> Your buying power would be 3 times higher if your
> TJ> margin requirement was 33.
> 
> Precisely my point, TJ.  Please re-read my problem; I think you
> missed it.  The margin account runs short of equity; the cash account
> does not -- yet the margin account, as you point out above, has MORE
> BP.
> 
> Yuki
> 
> 
> 
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