Backtesting - Margin calls - Stop outs

Spotware
08 Jun 2016, 17:07

Dear Trader,

Free margin is accessible in backtesting.

Currently, there is no margin call or stop out in backtesting. We will consider implementing it in the future. Stay tuned.

Ermisl
08 Jun 2016, 23:07

Thank you for your prompt answer.

I hope those are implemented as soon as possible so as to provide an undistorted view of the efficiency of trader's strategies.

Keep up the good work.

1007601
10 Jun 2016, 14:54

RE:

Ermisl said:

Thank you for your prompt answer.

I hope those are implemented as soon as possible so as to provide an undistorted view of the efficiency of trader's strategies.

Keep up the good work.

Good to know, I guess it's up to us to include this...

Just read about: /api/reference/internals/iaccount

ie.  account.freemargin etc

Jiri
10 Jun 2016, 15:08

using System.Linq;

protected override void OnTick()
{
    while (Account.MarginLevel <= StopOutPercent)
    {
        ClosePosition(Positions.OrderByDescending(x => x.GrossProfit).Last());
    }
}

This one simulates stop out.