Hello. When I backtest a particular script strategy, I get this error message.

I have tried setting the margin to various values and get this error every time towards the end of the test.

[12599] Error 010: Invalid Margin == -1$
[12600] Error 010: Invalid Margin == -1$
[12602] Error 010: Invalid Margin == -1$
[12602] Error 010: Invalid Margin == -1$
[12603] Error 010: Invalid Margin == -1$
[12603] Error 010: Invalid Margin == -1$
[12606] Error 010: Invalid Margin == -1$
Monte Carlo Analysis... Median AR 24%
Profit 237$ MI 27$ DD 453$ Capital 667$
Trades 351 Win 20% Avg +4.6p Bars 152
CAGR 70% PF 1.19 SR 0.47 UI 102% R2 0.00
Generate Chart - please wait... ok

I had this issue before.
In my case, it looked like the system ran out of funds and could not take on any new trades, hence the error.

Try increasing your starting capital to accommodate a larger margin. For example, if currently you set Capital = 1000, try Capital = 10000.

You can also try reducing the margin you are outlaying on a trade. For example, try Margin = 0.1 * (your current margin settings).

The margin can become invalid due to your calculation method, f.i. when you get a negative square root.

Example:

Margin = OptimalF * Capital * sqrt(1 + ProfitClosed/Capital);

Margin becomes invalid when ProfitClosed is negative and exceeds the Capital. For fixing this, you could just prevent a square root below 1:

Margin = OptimalF * Capital * sqrt(1 + max(0,ProfitClosed)/Capital);

Thanks. I was looking in the wrong place.

I was wondering how margin could get a negative value and assumed either optimalF or capital were generating the problem.