Percentage Margin for Futures

Praveen Baratam

In the futures I am interested in both Margin and Commission including taxes are a percentage of the turnover than fixed.

I am currently trying to achieve this in Backtrader as following but orders are failing with order.executed.status=7 (Margin)

# set commission scheme
cerebro.broker.setcommission(
commtype=bt.CommInfoBase.COMM_PERC,
percabs=True,
commission=0.0001,
automargin=0.09,
)

Please help.

backtrader

That's unfortunately not enough information. If you fail with Margin it's because you don't have money enough.

Praveen Baratam

Thank you @backtrader

I found the issue. I am trying to go all in and calculating the order size based on previous close which may be lower than todays open and the margin money will not be enough then...

For now I am only going 95% in to avoid margin call if the price gaps up.

backtrader

For those absolutely non-realistic scenarios you can use cheat-on-open. See

Docs - Cheat On Open

Praveen Baratam

Thank you for the Suggestion. It helped.

By the way, how do we get the PnL of an active existing position/trade on each bar (inside next method)?

Yelloww

broker.get_value() gives fund value. broker.get_cash() gives currently available cash.