Hi,

how can I set a 1% Margin for a Future Symbol?

As far as I understand it's not possible to override/set this value while executing a strategy. I need it to estimate the position size depending on the actual equity. Is there another way to get the equity before a trade and SetShareSize manually?

I need this for backtesting a CFD strategy, the quote value are between 5000 and 10000 so the margin varies between 50 and 100.


Thanks,
matthias

Hi Matthias,

Is margin of 1% equivalent to a 100:1 leverage? In this case, you need to maintain a 100:1 relationship between the point value and margin in the Symbol Info Manager. These properties aren't intended to be changed on-the-fly.

Estimating the position size depending on the actual equity is perfectly accomplished in a custom PosSizer.

Hi Eugene,

thanks for your help, with the custom PosSizer this part works great now.
Another idea would be to implement tax, is there any solution? I've tried a custom commission setting but don't get access to the netprofit value.

Deposit withdrawals (such as taxes) has never been a strong point of Wealth-Lab simulations.

In your solution, you can go the way I did when creating the Withdrawal PosSizer. The idea is to maintain a "ghost" equity that is susceptible to taxation and is used for position sizing instead of the equity value passed by Wealth-Lab to your PosSizer.

P.S. You need to realize that a PosSizer can't take trades to bite off a piece of equity on an annual basis. This is only a simulation using 'shadow equity'.

Thanks, I'll try to find out if it matches my needs.

I've tried this in the Community.Commissions...

CODE:
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...in combinattion with this in strategy code...:

CODE:
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...but it's simply being ingnored(OK, at least the entry part works).

That's right -- it shouldn't work. For an explanation, see the Remarks section of the NetProfitAsOfBar property in the QuickRef.

Sad but true. But I don't think that NetProfitAsOfBar is the problem since I could use NetProfitAsOfBarPercent and multiply it with the number of shares while calculating the comission. My problem is how to overload the NetProfitAsOfBarPercent into the comission since the only way I can think of is the Bars.Tag which apparently allows only one value per symbol.

Isn't there another way to access the Position values while calculating the commission?

Using NetProfitAsOfBarPercent makes no difference (same 1 during Strategy execution).

Since .Tag accepts an object, you can "pack" (cast) anything into that object, like an instance of a class/struct that has multiple fields of different types. If that's the problem.

Re: Deposit withdrawals (such as taxes) has never been a strong point of Wealth-Lab simulations.

With the advent of the new "Transfer fundamental provider" to MS123 Extra Fundamental providers, it becomes pretty easy to backtest the effect of deposits and/or withdrawals on the account. The Withdrawal PosSizer becomes legacy solution. A detailed walkthrough is available in the Wiki:

Backtesting deposits and withdrawals