J.Participant
Average
Hii,
I was wondering if probacktest takes into account the variation/maintenence margin of your trades.
In real trading your positions would be closed if you don’t have the capital to maintain your positions.
So is it true that probacktest doesn’t take into account the variation margin to keep your positions open at all?
Indeed, there is no margin testing in ProBacktest. It used to be in version prior to 10.3, but it has been removed because there were a lot of people complaining that there were no orders triggered (due to free margin) in their backtests… 🙄
J.Participant
Average
OK, then I will make my risk calculations with that in mind. Thank you Nicolas.