Registered: Jul 2011
06-01-12 07:28 PM
Quote from intradaybill:
No need to "sigh", I understand all about open equity. Do you know the maintenance margin requirement of all those trades, your overall leverage and the VaR for your closed equity, which is obviously much less than $270K?
Do you know you have redundant positions in forex? For example:
are three of your open positions. All you need is a double position long USDCHF.
At the moment required margin is 44k. Leverage 9.94. I don't use VaR to measure risk. As for redundant positions I'm aware of this, but I want to keep everything as in the backtest.