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difference between MarginTotal, MarginVal ? #487133
01/26/23 03:07
01/26/23 03:07
Joined: Jan 2023
Posts: 53
Q
qin Offline OP
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qin  Offline OP
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Q

Joined: Jan 2023
Posts: 53
Dear there, I wonder what is the difference between MarginTotal, MarginVal. I did some tests and found that they returned the same values.
Any idea?

Re: difference between MarginTotal, MarginVal ? [Re: qin] #487140
01/26/23 15:54
01/26/23 15:54
Joined: Oct 2022
Posts: 16
N/A
J
juanex Offline
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juanex  Offline
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Posts: 16
N/A
MarginTotal:

The current allocated margin of all open trades of the strategy, calculated through MarginCost under the assumption of a constant margin requirement of open trades. This can be different in live trading when brokers adapt the margin requirement to the market situation or asset price. A margin call is simulated in test and training mode when Capital > 0 and Equity - MarginTotal reaches zero.

MarginVal:

The current allocated margin of the account. The account is threatened by a margin call when Equity - MarginVal approaches zero. In live trading, this parameter is updated from the broker API if available; in test and training it follows MarginTotal.

P.S. both definitions of the variables can be found in the Zorro manual

Re: difference between MarginTotal, MarginVal ? [Re: juanex] #487141
01/26/23 23:53
01/26/23 23:53
Joined: Jan 2023
Posts: 53
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qin Offline OP
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qin  Offline OP
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Joined: Jan 2023
Posts: 53
I read the manual but still confused. could tell me when they return different values.

Re: difference between MarginTotal, MarginVal ? [Re: qin] #487144
01/27/23 15:40
01/27/23 15:40
Joined: Oct 2022
Posts: 16
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juanex Offline
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juanex  Offline
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They would return different values when you are trading with a live account, based on the margin requirements of your broker.

for example, let's say that your margin rules while testing is 25% of the initial position, while your broker's are actually 50%. It is possible that while you test you may experience some drawdowns but never a margin call, yet when you go live you can have a drawdown and then get a margin call from your broker.


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