Quite new to the platform and when i played with one strategy, I noticed that there were different trades reported when i use a margin factor of 1 vs 1.5. I know this could happen if there are NSF positions in backtesting. But what i saw from the position report is that those trades that were missed do not have overlap dates with others. For example, the trade that was entered on 2/7/2024 and exited on 3/16 when using margin factor 1.5, was not on the backtest run with margin factor 1, and there's no open position from 1/20-3/17 so there should be fund available to open this position even with margin factor 1 right? Did I miss anything?
Position sizing is 100% of equity.
MF: 1.0
7790-Screenshot-2024-05-30-085033-png
MF: 1.5
Position sizing is 100% of equity.
MF: 1.0
MF: 1.5
Rename
Probably you're using Market orders and price gapped higher on the open of the next bar.
1. Read the Help Topic > Strategy > Strategy Settings > Basis Price
2. You can "solve" this any number of ways:
a. use some amount of margin (as you did)
b. use less than 100% equity sizing
c. Basis Price: "Market Open Next Bar" (works only for backtesting)
1. Read the Help Topic > Strategy > Strategy Settings > Basis Price
2. You can "solve" this any number of ways:
a. use some amount of margin (as you did)
b. use less than 100% equity sizing
c. Basis Price: "Market Open Next Bar" (works only for backtesting)
Thanks Cone. Yes after I used < 100% equity the problem was solved.
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