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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

 
 
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Old 12-08-2009, 08:38 PM   #1
gobears
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Default Holdings Value / Capping Margin

Hello,

From reading the forums I understand that right now importing total account value is not supported at this time.

However, my question is, is there ANY kind of value available for importing and using as part of a strategy?

For example, I've defined my account value as $XX in my strategy. My brokerage allows me to trade on margin, which I do. However, I would like to set a maximum amount of margin to use, even though my broker may allow me to use more.

Is there any way to, say, import the total value of current holdings? That way, if value of current holdings is, for example, > 1.5x my defined account value, the strategy will not trade anymore, until one or more holdings gets sold, thereby bringing total value of holdings < 1.5x my defined account value.

Is there anything I can do with NT that would allow me to cap the amount of margin I'm using?

Hope this makes sense!

Regards,

Edwin
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