I have a profitable algo for options trading. So I got it in real market, and it is working very well, but I am close to margin some times, still not margin call , but some times I use 70% of margin.
In backtest I can see sometimes I am using 180% of margin, so the backtesting is not real. I am adding margin testing for open trades. I have been coding a solution to check margin before trade, this week. First tests seem profit is better with margin check, but still have some bugs to fix.
Just to share if you backtest options remember your backtest needs a margin tester. It was not in my mind, and my backtests where exceding margin by war without I knowing.
Submitted November 12, 2020 at 11:19AM by optionexpert
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