Hi All,
I have been working on a simple long only Equities strategy. As part of the strategy I have been monitoring TotalTotalMarginUsed.
I have nominated starting capital = self.SetCash(100000),
Despite using a weight = 1, the Log is showing TotalTotalMarginUsed of $50,000 or 50% of self.Portfolio.TotalPortfolioValue. I believe it should be $0 and 0% for weight <=1?
When using weight = 2, the Log shows TotalTotalMarginUsed of $100,000 or 100%, as expected.
Can anyone explain why the backtester is using Margin when it still has FreeCash available?
Mark Reeve
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