Is it possible to control margin in position sizers?
Author: edgehill
Creation Date: 8/11/2011 3:53 PM
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edgehill

#1
I'm curious if it is possible to control margin within a possizer. For example, in the "Position Sizing with the Trend" sizer, would it be possible to increase "margin" size instead of "trade" size? In a uptrend of equity, i would like to increase margin used from 100% to 150% for example, and decrease in a downtrend in a similar manner.
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Eugene

#2
Nope, the Margin input field is out of our reach when developing a PosSizer. PosSizers only size Positions (from 0 to the maximum value a signed 32-bit integer number can hold i.e. 2,147,483,647 shares), that's what they do.