Margin Required for Backtesting - Incorrect?
Created at 26 May 2017, 14:05
HI
Margin Required for Backtesting - Incorrect?
26 May 2017, 14:05
Dear Support
I have noticed that my bot places orders that require more margin than the balance can offer. Do you know if this is a known bug? When will this be fixed?
Replies
hibikidan333
27 Jul 2017, 07:18
I was able to workaround this by providing a custom GetFitness method
if (args.MaxEquityDrawdown > InitialInvestment ) { return 0 }
@hibikidan333
Spotware
24 Jul 2017, 17:53
Dear tony.truong.work,
Thanks your post. What you describe is a known behavior of cAlgo. Currently it does not check margin requirements and does not take stop outs into account. We plan to change this in the future and take margin requirements as well as stop outs into consideration.
Best Regards,
cTrader Team
@Spotware