would it be possible to make the MAINT_MARGIN variable in the backtest functions a parameter instead of hardcoding it to be 0.25?
I tried it myself by modifying the function, but when I set it to 1 (intending to use no leverage), that leads to some weird results. For example, more margin calls than expected and 'trades' where stocks have trade_value < 0 but share_trades = 0.
Hi Kris,
would it be possible to make the
MAINT_MARGINvariable in the backtest functions a parameter instead of hardcoding it to be 0.25?I tried it myself by modifying the function, but when I set it to 1 (intending to use no leverage), that leads to some weird results. For example, more margin calls than expected and 'trades' where stocks have trade_value < 0 but share_trades = 0.