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Hi,
The feature dictates what percentage of the purchase price is to be
paid from your own funds vs. a margin loan. When set to 100, you pay
the entire amount (i.e. 100%). When set to 75, you pay 75% of the
purchase and take a margin loan for the remaining 25%. When set to
50, you pay half and take a margin loan for the other half, etc.
The amount in absolute dollars will vary based on the price and
number of shares bought. However, the ratio will remain the same for
all trades. You can do the math to figure out what the actual amount
is by multiplying the number of shares by the purchase price and then
multiplying that by the percentage covered by margin.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "guhu0434" <g.h.h@xxx> wrote:
>
> Hello,
>
> thank you for the answer. The setting you mention gives the
> backtester the possibility to make a margin loan. I am interested
in
> the actual amount of the loan. I hope I explained it in such a
manner
> you get my point.
>
> I got the stuff with cash and equity simply by looking at the
equity
> chart in amibroker, right mouse button and click on "Formula".
>
> To my knowledge, this feature isn't documented.
>
> WIth regards, Guido
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > Hi,
> >
> > The easiest approach is to set the margin from the AA Settings
> window
> > (e.g. 100 means no margin, 50 means max overnight margin allowed
by
> > U.S. markets, 50% paid by you, 50% by your broker).
> >
> > If you want to do it using code, try SetOption("AccountMargin",
> 50),
> > for example.
> >
> > Mike
> >
> > P.S. Where did you read that Foreign("~~~Equity", "L") was equal
to
> > cash? Or are you making an assumption?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "guhu0434" <guhu0434@> wrote:
> > >
> > > Hello,
> > >
> > > I hope somebody can help me with this question. How can I
control
> > the
> > > MarginLoan during backtest?
> > >
> > > As I see, Equity and Cash can be controlled via the ~~~EQUITY
> > > eq = Foreign("~~~EQUITY", "C");
> > > cash = Foreign("~~~EQUITY", "L");
> > >
> > > I tested the other values "H","O","V" as well, but can't find a
> > hint
> > > for the marginloan.
> > >
> > > I would like to improve my moneymanagement...
> > >
> > > With thanks in advance...
> > >
> > > Guido
> > >
> >
>
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