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I have found, and maybe there is a better or more correct method, that
to change margin to 50% in code you must DOUBLE your PositionSize to get
the same answers you get when you don't have code and just set 50 in AA
Margin Settings.
So I do this:
marg_val = paramtoggle("Margin","50,100",1);
PositionSize = PositionSize * 100/marg_val;
There are other settings I posted yesterday in a complete SetOptions.afl
include file.
In reality you are correct about margin. Your broker will not use margin
unless/until you invest your entire account, and then it won't be double
until you have invested double your entire account. This only makes
sense, if you have the cash, why pay interest on borrowed money. Margin
is not like futures (or Rydex) where you actually get 2:1 on your
investment.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of eric paradis
Sent: Saturday, October 29, 2005 09:53
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] margin account and position sizing
I have a question about what exactly happens to a
system using margin. I have my margin set to 50%. The
positionsize is -5. Both trades in the 100 and 50
margin settings set the position to 5% of equity.
My question then is this- Does the benefit of 50%
margin only come in handy once ive used up all my
available positions from the original 100% margin
amount?
Thanks,
Eric
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