Margin in backtesting
Margin in backtesting
02 Jan 2018, 21:21
Seems like backtesting doesn't count with margin?
E.g. I ran algorithm on backtesting and many trades were performed without issues. When ran same bot on demo account (with same initial funds) same trade size ended with margin error.
T.
Replies
paanoik@seznam.cz
03 Jan 2018, 13:02
Thank you for feedback.
Is there any workaround for this? As margin differs for symbols, I would like to get leverage runtime calculate required margin and check available equity. However, I can see only Symbol.PreciseLeverage property which doesn't seem to be what I'm looking for.
T.
@paanoik@seznam.cz
PanagiotisCharalampous
03 Jan 2018, 16:04
Hi paanoik@seznam.cz,
Currently there is no workaround for this. We will release soon cTrader 3.0 with a new API that will include a new property, Symbol.DynamicLeverage, that will resolve your issue.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
04 Jan 2018, 16:31
Hi tradingu,
Even though I cannot commit to this, hopefully yes.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
03 Jan 2018, 10:31
Hi paanoik@seznam.cz,
Indeed margin is not taken into account in backtesting but it is in our plans to add it in future releases.
Best Regards,
Panagiotis
@PanagiotisCharalampous