Combination Strategy / Margin Factor
Author: Christos
Creation Date: 12/28/2011 5:19 AM
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Christos

#1
I believe that the Margin Factor has no effect on the trades missed. I am running two strategies with margin factor of 1:1 and I get about 300 not included trades. I increase margin factor to 2:1 and I get the same number of not included trades. Is it something not working properly or I have misunderstood the Margin functionality?
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Eugene

#2
While 2:1 is essentially the same as 1:1 in terms of missed trades (something like 1.05:1 or 1.3:1 could have a better chance), Margin Factor indeed seems to have zero effect on Combination strategies in 6.3. Robert?
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Christos

#3
I am certainly missing something here. Why 2:1 is essentially the same as 1:1? With a 2:1 you have twice the buying power of 1:1, don't you?
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Cone

#4
Please create a Support Ticket if there's a problem for us to investigate.
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Eugene

#5
Unfortunately, Margin Factor seems to be fixed to 1:1 in Combination Strategies in 6.2 and 6.3. :(
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Musashi1970

#6
Hi

Developing a combo strategy, I also learned that the Margin Factor does not seem to work.

One suggestion and one question:

Maybe it would make sense to modify the information regarding this in the user guide, which says (in the current version):
"Margin Effect

Increasing Margin to a level greater than 1:1 increases the ability of the overall Combination Strategy to accept more trades from the contributing child strategies on bars with limited cash..."

Will the margin factor work in the 6.4 version of WLD and when could this version be expected ?

Thx

Kind Regards

Patrick
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Eugene

#7
Hi,
QUOTE:
Maybe it would make sense to modify the information regarding this in the user guide,

But what's wrong with the Open Issues list where this low bug has been reflected already?

Truth is, we still need to enter the bug.
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Musashi1970

#8
Hello Eugene

Thx for the quick response.

QUOTE:
what's wrong with the Open Issues list

Nothing, I just did not look there.

QUOTE:
we still need to enter the bug.

I can see that there more urgent issues on the list and also, as user, you can apply a workaround for this bug. On the other hand,
I imagine that the correction of this issue is relatively easy, but that's just a guess...

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Eugene

#9
QUOTE:
I can see that there more urgent issues on the list

As we're a 3rd party company, some issues are beyond our control. Wealth-Lab bug prioritization is one particular example.
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