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Admittedly, it has been a while since I last looked at this.
But, my recollection is that AmiBroker will use the ratio accross all
trades, regardless of whether or not you have actually expended all
your cash. In other words, in the example given, the distribution
would in fact be $5000 from cash and the other $5000 on margin,
leaving $95000 in cash.
This is consistent with what your broker might show in that trades
made from a marginable account will only deduct part of the cost from
your cash, and the remainder will show up as being on margin.
To see exactly what is going on, go to the Report tab of the AA
Settings window and select the "Detailed Log" option, then run your
backtest. The ouput will show changes to cash, margin, equity, at
each buy/sell.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
> 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@> 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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