Margin & FreeMargin values in Backtesting
Created at 28 May 2014, 20:13
Margin & FreeMargin values in Backtesting
28 May 2014, 20:13
In Livetesting: equity = balance + unrealized PL & equity = margin + freemargin
How are calculated these items in backtesting and why the behavior is not the same ?
Thanks.
Spotware
29 May 2014, 10:58
We have checked both formulas in backtesting and live. Regarding to our tests behaviors are the same. If you have a cBot which can show the problem please send it to engage@spotware.com.
@Spotware