variation margin in backtesting

• 12/17/2019 at 2:47 PM #115085
  J.

  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?

  

  J.

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  12/17/2019 at 5:05 PM #115104
  Nicolas

  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… 🙄

  

  Nicolas

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  12/18/2019 at 10:09 AM #115137
  J.

  OK, then I will make my risk calculations with that in mind. Thank you Nicolas.

  

  J.

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