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question about futures margin
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say i am trading soybean meal, some numbers:
10 tons one lot
3000$ one ton
margin required 5%
so one lot requires margin 3000 * 10 * 5% = 1500$
but if i set commission as follows:
cerebro.broker.setcommission( commission = 1.125, # 豆粕开仓1.5,平今0.75,单边平均1.125 commtype = bt.CommInfoBase.COMM_FIXED, # 固定手续费 #percabs = True, # 这里用不到这个参数,当commtype是COMM_PERC时表示commission按照0.xx还是0.xx%计算 automargin = 0.05, # 保证金10% mult = 10, # 豆粕一手10吨 #stocklike = False, # 不是stock,而是futures )
when executing self.buy(), log is:
2019-03-19T13:00:02.403001 BUY EXECUTED, Price: 2608.00, Cost: 130.40, Comm 1.12
should not it cost 2608 * 10 * 0.05=1304.0 but not 130.40 ?
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The multiplier affects your winnings and losses and not the needed margin.