[amibroker] Using margin to enter more positions?

["Steve Davis" <_sdavis@xxxxxxxxx>]

How can I test a strategy where margin is used to increase the number
of positions, but not to increase the size of positions?

The system always enters new positions with 5% of account equity. Some
days have more opportunities than others. On days with 20 or fewer
open positions, no margin is used. On days with more than 20 open
positions, the position size is still 5% of account equity, but margin
is used to enter additional positions -- up to 40 positions total.

I want the backtest metrics to measure drawdowns and returns relative
to the unmargined account size.

Any suggestions how to do this?

Thanks,
Steve


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