Stats: Max, average and deviation of margin

Autotrading problem:

If a system has 100k of buy power but trades always few contracts with 10k max total margin, i can trade it full even with a 20k account.

If i tell autotrading that i have 20k then it scales all number of contracts by five, so i’ll have a real max margin used of 2k $.



But how can i know it? i have to check all the stats and see the max amount of contracts open and their margin…

Else the vendor can rescale the whole system, but i tried asking and not all of them like to do it.

It would be better to know from the stats max % of margined money to use this value in autotrading (adding some more for unprofitable days).



Another problem:

If i autotrade 5 systems on one account, statistics tells us that i will rarely have all 5 systems at max margin. So it could be interesting to know more about average margin and standard deviation of each system to be able to fully use our money…



So my request: Add to stats 3 other values:

1) Max margined % (on buy power)

2) Average margined % (on buy power)

3) Margin standard deviation OR max margin with 95% of probability (With a normal distribution as you know it is average + 2*std dev see http://en.wikipedia.org/wiki/Image:Standard_deviation_diagram.svg )



What do you think?



So i think no one is interested…

That would be a good idea. In forex the margins are very clear but in futures the day&night margins are different.



It would be a great statistic that shows whether a system provider is using too much leverage or not.

I thought it to make the life easier with autotrading, but as you say, it can be even a system quality parameter…

Even better! :slight_smile: