it's grayed out and default to 1.2. How to change that? This is the newest version.
Rename
- ago
#1
Also grayed out is Position Size because Rotation Strategies set Position Sizing to 100% of equity divided by the number of symbols in rotation. 33.3333% means you have 3 symbols.
The Margin factor is assigned to 1.2 to provide leeway for stocks that gap higher. Without margin, the backtest would miss many entry due to those gaps (creating NSF Positions).
Consequently, you can't change these settings - and there's really no reason to. Margin will be used only when required to put on a trade. If the idea is to use more capital, then just increase the Strategy Capital setting.
The Margin factor is assigned to 1.2 to provide leeway for stocks that gap higher. Without margin, the backtest would miss many entry due to those gaps (creating NSF Positions).
Consequently, you can't change these settings - and there's really no reason to. Margin will be used only when required to put on a trade. If the idea is to use more capital, then just increase the Strategy Capital setting.
What I wanted to test was actually the opposite to not using any margin, for example for a retirement account where one can not use margin. Why WL need to disable this for rotation strategy but not other strategies? I mean why not give users the flexibility to be able to adjust this to see what happens in different situations?
- ago
#3
I added the FeatureRequest tag so you
can vote for your request with the thumbs up.
can vote for your request with the thumbs up.
- ago
#4
The thing is, if the amount of the trade at the open is even $1 more than calculated, the trade would fail without margin in the backtest. (Usually it has to be somewhat more than $1 because the share sizes are truncate for a round number, so that provides some leeway too.)
To trade it in an IRA, use less Starting Capital. You can't use the option to Synchronize to the Broker Account value, so, you just have to Start the backtest about 1 month before the current date with maybe 5% less cash than your IRA. And, by Staging the orders you can always adjust the sizes too before you Place them.
To trade it in an IRA, use less Starting Capital. You can't use the option to Synchronize to the Broker Account value, so, you just have to Start the backtest about 1 month before the current date with maybe 5% less cash than your IRA. And, by Staging the orders you can always adjust the sizes too before you Place them.
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