Distinguish available cash from margin
Author: llhk
Creation Date: 3/8/2012 2:49 AM
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llhk

#1
May I ask if it can distinguish the cash into marginal and non-marginal parts, and set different level of limit buy. For example, I would like to set lower buy limit level for the marginal part than the one from my own money (including the money from earning).

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Eugene

#2
Are you looking for something like this?

Timid/Bold Equity PosSizer
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llhk

#3
Similar but not exactly the same. Let me show my word in an example. Let say I have $100000 starting capital and I run my strategy in portfolio mode by taking 5% of equity per each trade and margin factor 1.4 to 1. I would like to reduce my risk by setting even lower limit price for the money from this marginal part (i.e. from the 1.4 factor), but not for my own accumulated capital.
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Eugene

#4
Hmm. To my knowledge, there's no access to the margin factor value in PosSizers.
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llhk

#5
Oh.. Hope this feature can be added in the future. Anyway, thank a lot, Eugene!
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