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Mike
Wouldn't this approach create a incorrect results if:
1. you are a EOD stock trader
2. want to use 50% margin
3. no more than 10% in one stock
4. initial cash $100,000
on the first buy you should be using $10,000 from cash not from $5000
and $5000 on margin. It seems to me the correct approach is once your
cash is exhausted then AB should take on margin loan.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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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