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Re: [amibroker] backtester -- margin mode discrepancy



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YT> Tuesday, December 30, 2003, 10:35:27 AM, you wrote:

TJ>> Yuki,

TJ>> If you set margin requirement to 30 it means
TJ>> that you have 30% of YOUR funds and 70% of borrowed funds.
TJ>> So your buying power is actually 1/0.3 = 3.3333 times higher
TJ>> (not 3 times higher).

TJ>> Your buying power would be 3 times higher if your
TJ>> margin requirement was 33.

YT> Precisely my point, TJ.  Please re-read my problem; I think you
YT> missed it.  The margin account runs short of equity; the cash account
YT> does not -- yet the margin account, as you point out above, has MORE
YT> BP.

BTW TJ, I chose mismatched number sets here on purpose -- so that
there would be no misunderstanding about which account had more BP.
Yet the margin account (more BP) runs out, cash does not.

Best,

Yuki


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