Good day!

My trading account allows to net margin requirements if i have market neutral position.
For example long stock and short futures the same size.

Is it possible to let WealthLab compute it?

Hi Alexey,

Please see the MarketPosition property in the QuickRef, but make sure you've read the important remark there.

May be i didnt explain well.
I mean computing real money involved - in reality i have to support the difference in margin requirements between 2 instruments.
If i understand right WealthLab will compute the summary not difference.
2 or 3 strategies certainly can be calculated manually. If more would be better let Sowtware to do it..

Seems it is not possible.

Your task is not clear to me; is this close?

ActiveTrader 2010-10 | Market-neutral VIX-based pair strategy

Everything is about really cash involved.

If i have long position for example in 3 month futures and the same time short 6 months futures of same amount i have reduced requirements in cash deposit and have to pay only the difference in margin requirements.
For example if enter in position separately i have to deposit for each open position. If i am in market neutral long and short same amount = calendar spread or long stock and short in futures, or long futures and long put option on the same futures margin requirements are recuded.
In my case this is the difference between 2 margin requirements.

For example 3m futures 2000 margin and 6m futures 2120 margin, in reality cash involved will be netted: 2120-2000=120.

What i was asking - is there any way (may be artificial) to compute real cash involved.

Seems i ve guessed now how to do it. Just tell me if i m wrong.
Let's say (2120 + 2000) /120 = margin factor = approximately 39:1 in the case of multisymbol futures strategy?

But if strategy invloves stocks and futures will it work?