Thank you very much,
you give me the missing informations. I just wondered in the past why
AB used margin even if I had enough cash. That's clear now ...
WIth regards, Guido
--- In amibroker@yahoogroups.com, "Mike" <[EMAIL PROTECTED]> wrote:
>
> Tip,
>
> Sorry, I used AmiBroker terms in the c
Thank you very much,
you give me the missing informations. I just wondered in the past why
AB used margin even if I had enough cash. That's clear now ...
WIth regards, Guido
--- In amibroker@yahoogroups.com, "Mike" <[EMAIL PROTECTED]> wrote:
>
> Tip,
>
> Sorry, I used AmiBroker terms in the c
Tip,
Sorry, I used AmiBroker terms in the context of a broker in my last
reply, which may have confused things. I'll try again keeping the
terms straight.
Your broker may have different names for it. But, when trading on
margin we have; cash, stock, equity, maintenance margin, available
funds
Mike
I had done what you suggested a while back. I sort of hijacked this
thread to warn portfolio stock traders that the results that they may
get in their backtest is NOT correct if they use margin. I am certain
that in the US, brokers will not charge you margin expense if you
have cash in yo
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 ca
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 t
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
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
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
