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That would work on a symbol by symbol basis for the old style back testing,
but does it work correctly for portfolio testing. My understanding from
emails to support that the margin is applied to your total capital allowing
for additional trades to the margin amount. It allows for larger capital
overall only eg your capital $100k, margin at 50% allows to have total open
trades to purchase of $150k. It does not apply to a single trade as you
would in real margin situation. eg you provide 60% and margin 40% for a
trade.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Sunday, August 01, 2004 7:09 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Varying Margin
Hello,
Right now margindeposit must be constant for one symbol
(it may vary on symbol-by-symbol basis, but not on bar-by-bar basis).
So right now you should use higher of the two:
MarginDeposit = 18750;
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "billtex2003" <billtex2003@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, August 01, 2004 12:55 PM
Subject: [amibroker] Varying Margin
> I'm trying to test a NASDAQ trading system.
>
> If long, the trade is held over until the next day and the margin
> requirement is $18750 per contract.
>
> If short the trade is closed the same day and the margin is half -
> $9375.
>
> I tried this code:
> margindeposit = iif(Buy,18750,9375);
>
> It won't work. It takes the 9375 in every case.
>
> Any help is appreciated.
> Thank you.
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
Check AmiBroker web page at:
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Check group FAQ at:
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