Hi everybody,
Currently working with Portfolio Trader. When backtesting a portfolio I have realised that the Initial Portfolio Capital value seems that is not working properly (current investment capital in open trades higher than initial portfolio capital).
In order to check it, I have created a portfolio containing only 2 instruments and a basic signal that buys a fixed $ amount ($70.000).
Initial Portfolio Capital is set to $100.000
However, when backtesting, a long $70.000 position is open in both instruments that means a $140.000 investment (I am supposed to have only $100.000)
The behaviour I would expect would be a long position of $70.000 for the first instrument and a long position of only $30.000 for the second if the Initial Portfolio Capital worked fine.
Is initial portfolio capital working ok or am I missing something?
I have read a very interesting topic on this (05/October/2017 by trader0311) but, unfortunately, there is no conclusion out of it.
Thanks!
Initial Portfolio Capital [SOLVED]
Re: Initial Portfolio Capital [SOLVED]
Thanks Zheka.
Works fine if you set "Margin values of contract cost" to 100%
Works fine if you set "Margin values of contract cost" to 100%