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Max open margin Backtest/Live difference #462882
11/02/16 18:47
11/02/16 18:47
Joined: Aug 2016
Posts: 95
Wien
T
trenki2 Offline OP
Junior Member
trenki2  Offline OP
Junior Member
T

Joined: Aug 2016
Posts: 95
Wien
I have started trading my strategy live and noticed that the max open margin in live trading is higher than the max open margin in the backtest.

Why would that be? Shouldn't it be at most the same?

Re: Max open margin Backtest/Live difference [Re: trenki2] #462887
11/02/16 21:25
11/02/16 21:25
Joined: Apr 2014
Posts: 482
Sydney, Australia
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boatman Offline
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boatman  Offline
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Joined: Apr 2014
Posts: 482
Sydney, Australia
Absolutely this can be different! The backtest is nothing more than a snapshot in time and your strategy's behaviour can and will change depending on how the market evolves.

If you want to limit your exposure, you would need to set that up explicitly in the script. There are a few ways to do this, but search for the MARGINLIMIT flag in the manual for a simple method.


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