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Hello,
No, it is not a bug.
Depending on settings AB may not be able to open position of requested size.
For example if you have turned off "Allow Position Size Shrinking" it may not be able
to open position with desired round lot and min. shares not exceeding available equity.
So it is recommended to turn ON (it is tuned on by default) "Allow Position Size Shrinking"
or adjust position size or other settings (round lot size, min shares, etc) to allow position to be opened.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Chris" <c319chris@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, June 11, 2006 8:09 PM
Subject: [amibroker] Re: Margin Bug?
I'm not controlling the margin in code, but with the Settings button
in the Automatic Analysis window. I think this is a legitimate bug.
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> If you're controlling the margin with code you need to adjust the
> positionsize too. If margin = 50 then Positionsize = -200
>
> Some actual code;
>
> margin = 50; //or use param statement
> SetOption("MarginRequirement",margin);
> leverage = 100/margin; //defines leverage
> PositionSize = PositionSize * leverage;
> --
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of Chris
> Sent: Saturday, June 10, 2006 20:10
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Margin Bug?
>
> I have written a script to simulate buy and hold:
>
> Buy = 1;
> Sell = 0;
>
> I have tried this script using various account margin settings.
Using
> 50% margin the results are as predicted. Using a margin setting >=
> 56.1, the system does not trade.
>
> Has anyone else encountered this?
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