Controlling Strategy Margin and Allocation (Custom backtest)


I am struggling with the following scenario:

  1. Buy and Hold (any symbol) SPY at 100% of capital
  2. Plus allocate 30% to a strategy

In this case the total allocation is 130% of capital.

Any ideas how to tackle this such that the allocation to SPY remains at 100% of capital and the strategy trades on margin of an additional 30% of capital.


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