Backtest CFD or Future Performance
Author: dirk01
Creation Date: 10/8/2008 5:32 PM
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dirk01

#1
I'm new to Wealthlab and I'm wondering if I can use WL "position size margin factor" to backtest trading strategies on leveraged portfolios like CFD's or Future trading. Say I wanted to backtest trading performance on S&P 100 stocks with the typical 3% CFD margin requirement. Somehow your WL " margin factor" does not seem to work with this stock portfolio? Maybe it's because this WL function is only designed to work with futures?

Any help would be much appreciated
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Cone

#2
Margin factor in the Sizing Control is for stocks, not futures. Futures margin is determine by the contract specifications entered in the Symbol Info Manager.

I don't have any experience with CFDs, but I recall some old dicsussions about them. Try searching the forum at wl4.wealth-lab.com.
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