Margins in backtesting
Margins in backtesting
11 Aug 2022, 11:16
Does Ctrader backtesting account for margins or not yet?
If the end of the backtest has open positions still and then you get the theoretical margin shown as well as equity.
But when running does the actual backtest equity\balance account for the margins required as it is backtesting or not?
Replies
Sparkymark123
11 Aug 2022, 12:48
Thanks but no that was not the question.
Does Ctrader take the margin of each position out of the equity from the account when it is backtesting or not?
If I do a backtest, do I then have to go through the whole of the events calendar and work out each position open and close point and calculate the margin of every position at every point in the backtest and then add this to the backtest result to get an actual idea of the account equity and balance throughout the backtest or does ctrader do this whilst it is backtesting?
I hope this is clearer
@Sparkymark123
PanagiotisCharalampous
11 Aug 2022, 13:53
Hi dionysian.apostle,
In brief, margin is not considered at all during backtesting.
Best Regards,
Panagiotis
Join us on Telegram and Facebook
@PanagiotisCharalampous
PanagiotisCharalampous
11 Aug 2022, 14:10
Hi dionysian.apostle,
No. cTrader does not consider margin in any way during backtesting.
Best Regards,
Panagiotis
Join us on Telegram and Facebook
@PanagiotisCharalampous
PanagiotisCharalampous
11 Aug 2022, 11:36
Hi dionysian.apostle,
If your question is if cTrader stops out a trade due to a margin call during backtesting, then the answer is no. It will be added in a future version of the platform.
Best Regards,
Panagiotis
Join us on Telegram and Facebook
@PanagiotisCharalampous