London, UK
Experience: Beginner
Platform: TradeLink, OpenQuant, considering anything that works...
Trading: if it trades...
Posts: 94 since Oct 2010
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Greatly, appreciate anyone’s comments here?
Has anyone seen or is happy to share some good FX margin calculator code?
I’m trying to develop some code which will calculate margin on the fly and allow me to set parameters prior to strategy launch. E.g. margin rate = 200, don’t use more than 50% of account, etc.
A good base for the calculations required are here:
https://www.interactivebrokers.com/en/p.php?f=margin&p=forex-default
https://ibkb.interactivebrokers.com/node/970
Thanks and regards,
drolles
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