Margin Database for CFD's?

[smith1973]

Hi Dave,

you may have been asked this before & I thought I would throw out a few ideas as I get stuck into my testing.

Could a method to reference a database of margin values be considered? eg especially with prevalence CFDs (although may work for futures as well), what if we could define a list of stocks with margin in a text file (eg ABC 10, RIO 5, etc), similar to doing code list for creating a portfolio list, which could be referenced by TS instead of a set margin across all. We could then use this with the margin lists we get from CFD providers to more accurately model CFD trades over a large range of CFD stocks with varying margins.

Cheers, David

[David Samborsky]

You can set the margin requirement for each symbol using the AssignValue function in the TradeSim/Metatock formula library.

[smith1973]

Is there a way to set a group of symbols to a setvalue or refer to a file with a list of symbols or only one at a time?

[David Samborsky]

Is there a way to set a group of symbols to a setvalue or refer to a file with a list of symbols or only one at a time?

No there is not but just out of interest how many different symbols did you want to assign individual margin requirements to ??

[smith1973]

David,

for example I use a CFD provider that I can download the margin list from & has about 5 levels of margin stocks. Providers like CMC are similar & if you use a data provider like premiumdata.net I can get preformated lists for the different margin levels. Now I think about it, margin loan providers also have similar lists.

The approx numbers are:

Level 1 (5 % Margin) - 12
Level 2 (10% Margin) - 62
Level 3 (15% Margin) - 32
Level 4 (25% Margin) - 64
Leevl 5 (50% Margin) - zero
Level 6 (100% Margin) - 115

Spreadsheet attached.

The idea is that I would like to test a system that recognizes the changing margin requirements for the top 200 or 300 ASX or even the whole CFD margin list & get a more realistic view, since a blanket 10 % is not correct.

Cheers, David

[David Samborsky]

I will see if I can add that feature.

[smith1973]

Thanks David for your consideration. I realise you must have a long list of requests.

Dave

[David Samborsky]

It is a good idea except that you will have to edit your list so that it consists of two columns only. Symbol + Margin Requirement. ;)

[smith1973]

David, that's no problem, I can just do a list of stock codes & margin % requirement in a spreadsheet then save in text format (whichever one you decide csv, tab delimit ?).

You just got me thinking too, that covers CFD's, what about futures which use a margin $ value. I suppose you could to account for that too in the options / preferences window?:cool:

[David Samborsky]

David, that's no problem, I can just do a list of stock codes & margin % requirement in a spreadsheet then save in text format (whichever one you decide csv, tab delimit ?).

You just got me thinking too, that covers CFD's, what about futures which use a margin $ value. I suppose you could to account for that too in the options / preferences window?:cool:

Yes this functionality will beable to be applied to all of the other extended data that is covered by the AssignValue function.

[smith1973]

Hi David,

a bit down the track but wanted to register a thanks for the options you have added this year. I have just been testing systems with the margin list option I asked for here, which has been great. It gives a more realist view of the backtesting results.

Cheers, David