Hi all!

I have the question about Max Percent Risk PosSizer.
In the docs wroted that "If the calculated position cash value is greater than the current equity and no other equity Positions exist in the Portfolio Simulation, position size will be based on 100% of current equity"

This take place without Margin factor option, i.e. always "100% of current equity".

So, the question: Does it possible to modified this possizer in order to take into acount this option.
Exactly, when required cash is greater than current equity .... position size should be based on 100% X Margin Factor of current equity.

or may be exist ready-to-use such one.

Thank a lot.
Konstantin.

Konstantin,

The Max Percent Risk option reacts to changes in Margin Factor. For example, set MPR to an absurdly high value of 100%, then change MF to 2:1 and the size of the trades will change.

Eugune,

Something strange, because I have another result. I make test as you propose and nothing change in the size of trades.
Please see the attached file with screenshots.

Is there any additional option wich should be trun on\off?

Thank s lot in advance,
Konstantin

Konstantin,

Gosh, and I thought that graphic files inside PDFs or Word is the most awful thing that can happen to a screenshot. Pasting images inside Excel spreadsheet then is shocking. If I knew what's inside, I wouldn't have opened it! :)

On a serious note, yet it's good to see Symbol Info Manager on your screenshots as this is the key. Margin Factor does not apply to Futures symbols according to the User Guide > Reference > Data Panel > Position Size Control > Portfolio Simulation Mode:

QUOTE:
Set Margin Factor to a ratio greater than 1:1 to allow a backtest to borrow cash for new purchases when required. This type of margin does not apply to futures and you should set it back to 1:1 when simulating futures trading. Contract margin for futures is set in the Symbol Info Manager.

What you need to do is set up the margin for your futures symbol accordingly.

Eugene,

I'm agree with about futures. I made this streenshots only as case.
by the way I'm also make this one for equity. ( it was on separate sheets )

Now it is PDF and only case with equity, And the same result: "nothing change in the size of trades"

So, what is wrong?

Thank a lot,
Konstantin.

It doesn't matter that's it's an Equity. You have Margin defined for that symbol in Symbol Info Manager. That overrides the Margin Factor. You can't get both at the same time: Margin and Margin Factor.

Eugune,

My first question is about Max Percent Risk and their reaction to changes in Margin Factor.
You wrote:
"The Max Percent Risk option reacts to changes in Margin Factor. For example, set MPR to an absurdly high value of 100%, then change MF to 2:1 and the size of the trades will change."

My screenshots in PDF show that is not work when the symbol is equity (non future).

So, what I need to do in order to get right result = # trades should change when we change margin factor.

note, now i set margin to 1 (0 is prohibit) and the same result

Thank a lot,
Konstantin.

Remove the symbol from the Symbol Info Manager. At the risk of repeating: once you've defined a Margin for a symbol there, forget about Margin Factor which no longer applies to it. Hope that helps.

The sizer documentation says, "If the calculated position cash value is greater than the current equity and no other equity Positions exist in the Portfolio Simulation, position size will be based on 100% of current equity."

"equity" not "buying power".

If you need a sure-fire way to get 200% equity positions for "AtMarket" orders for stocks, set margin to 2:1, use 200% equity per trade, and turn off commissions. Then instead of the BuyAtMarket, use BuyAtLimit(bar + 1, Open[bar + 1]); and set the loop not to process the last bar:

CODE:
Please log in to see this code.

Sorry, let's check the bottom line

I'm asked the following:
"Does it possible to modified this possizer in order to take into acount this option.
Exactly, when required cash is greater than current equity .... position size should be based on 100% X Margin Factor of current equity."

What You said:
Eugene:
"The Max Percent Risk option reacts to changes in Margin Factor. For example, set MPR to an absurdly high value of 100%, then change MF to 2:1 and the size of the trades will change."

Cone:
The sizer documentation says, "If the calculated position cash value is greater than the current equity and no other equity Positions exist in the Portfolio Simulation, position size will be based on 100% of current equity."

"equity" not "buying power".

So, Eugene say that is work, Cone say not work.

Could you please clarify finnaly work or not?

just only to be clear.
Thank a lot in advance
Konstantin