variation margin in backtesting

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  • #115085 quote
    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?

    #115104 quote
    Nicolas
    Keymaster
    Master

    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… 🙄

    #115137 quote
    J.
    Participant
    Average

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

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variation margin in backtesting


ProOrder: Automated Strategies & Backtesting

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J. @j_slowly Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by J.
6 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/17/2019
Status: Active
Attachments: No files
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