Is this a correct summary of why a trade was skipped:
Trade: Z12 portfolio 27.06.2013
[XAG/USD:VO:S6315] continuing
[XAG/USD:VO:S2699] continuing
[GBP/USD:CY:S6242] continuing
Read Z12.fac Z12.par
[Thu 27.06. 15:12] 49977 +0 +217 ///
[Thu 27.06. 16:09] 49965 +0 +203 ///
[SPX500:EA:L7476] Long 1@1613 Risk 41
[US30:ES:L7477] Long 1@15008 Risk 174
[US30:EA:L7479] Long 2@15008 Risk 105
[USOil:BB:S] Skipped - Margin 42 Min 125
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The Slider settings are 50 x 10 = €500 margin per trade.
USoil was skipped because the algo needed to risk 125 for the trade to make sense.
However despite having 49K equity, the max margin allowed for a single trade is €500, but this is multiplied by the optf factor for the algo asset combination of BB short in USOil.
Does the fact that there are 6 other trades open at the minute affect this calculation? i.e. in addition to margin per trade is there a limit to the margin pool in use?
