RE: [amibroker] Exposure: What is it, How is it calculated by AB and How do margin and scaling affect it in AB?

["dingo" <dingo@xxxxxxxxxxx>]

BTW I noticed that you start taking margin loans immediately instead of
waiting until all initial cash has been exhausted, correct?  My broker
doesn't start giving me margin until the cash in the account is gone. Just
wondering why you chose the way you're doing it?

Also, in the exposure calc: When using margin exposure is only greater than
when not using margin when the total margin amount > cash?  Hope I said that
right....

Thanks for the explanation !

d

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
> Sent: Saturday, March 03, 2007 4:35 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Exposure: What is it, How is it 
> calculated by AB and How do margin and scaling affect it in AB?
> 
> Single bar exposure is
> (Value of all currently open positions)/(Total Equity)
> 
> (where total equity is value of all open positions plus all 
> available funds).
> 
> Now this single bar exposure is summed up for all bars and 
> divided by number of bars
> to get system exposure.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "dingo" <dingo@xxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, March 03, 2007 8:22 PM
> Subject: [amibroker] Exposure: What is it, How is it 
> calculated by AB and How do margin and scaling affect it in AB?
> 
> 
> > Better known as "Exposure, The Trifecta".
> > 
> > Its hard out there for a duude!  Anyone care to explain?
> > 
> > d
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
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> > 
> > 
> >
> 
> 
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