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Hello,
In reality you can not change the margin the
account has assigned.
Margin is set by your BROKERAGE. And brokerages
must obey SEC regulations.
Current regulations are that margin allowed is 50%
(in US)
You can not change it by yourself.
What you want to do is really investing less than
your buying power including margin is.
And yes you should use positionsize to vary
your risk exposure.
If you specify
PositionSize = -100;
you use only your own cash.
If you specify
PositionSize = -200;
it means use 200% buying power -> i.e. FULL 50%
margin.
If you specify
PositionSize = -150;
You use your own funds plus half of allowable
margin.
Best
regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
malc
fiveeightninenine
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, August 04, 2004 9:43
PM
Subject: Re: [amibroker] help on Set
Option marginrequirement AFL
PositonSize changes the amount I buy for each position, not the overall
degree of margin the portfolio uses.
For example....Supose I run a portfolio of 50 stocks each
with a positonsise of 2% of the portfolio value. Each day it sells
whatever stocks the positionscore has dropped to below the
sellscore. Also that day it buys whatever stocks have to best
positionscore up to the available amount of cash.
Since I am too risk averse to use the full amount of margin
available from by broker (50%) I have been setting the marginrequirement value
at an intermediate of 74% which is part way between what the broker allows and
no margin at all (100%). That way the backtest simulates the margin determined
by my level of risk tolerance.
What I would like to test is adjusting the margin target on
a day to day basis. If I believe that the stocks I own tend to lag the
index I would increase the amount of money I borrow from the broker in order
to have a portfolio of 55 stocks of the same average postionsize. On
days that the index declines I would have 45 stocks of the same average
positionsize.
Is this possible to test?
Tomasz Janeczko <amibroker@xxxxxx> wrote:
<BLOCKQUOTE class=replbq
>
Hello,
You should modify POSITIONSIZE variable
instead.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
malc
fiveeightninenine
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, August 04, 2004 5:11
PM
Subject: Re: [amibroker] help on Set
Option marginrequirement AFL
Maybe Marginrequirement isn't what I should be adjusting then.
What I am attempting to do is change the amount of available funds to
the portfolio day to day depending on market conditions.
What variable should I adjust?Tomasz Janeczko <<A
href="">amibroker@xxxxxx>
wrote:
<BLOCKQUOTE class=replbq
>Hello,MarginRequirement
is a property of your brokerage account and it has to be fixed (not
changing from bar to bar).It was explained here four days
ago:http://finance.groups.yahoo.com/group/amibroker/message/68093Best
regards,Tomasz Janeczkoamibroker.com----- Original Message
----- From: "malc5899" To:
Sent: Wednesday, August 04, 2004 4:27
PMSubject: [amibroker] help on Set Option marginrequirement
AFL> > > Anyone know why this error
occurs?> > >
QQQtoday=(Foreign("QQQ","Close")-Ref(Foreign("QQQ","Close"),-1))/Ref>
(Foreign("QQQ","Close"),-1)+1;/* */> > Margin =
100/QQQtoday;/* 100=no margin */> > Margin
=Nz(Margin,100);> >
SetOption("MarginRequirement",Margin);>
-------------------------------------^> > Error 2.>
Bad argument(s)> > > > > >
Check AmiBroker web page at:> http://www.amibroker.com/>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html >
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