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Hi,
I completed Boot Camp 103 futures lesson by Jared set the available cash to $10k. I then set the end date past the expiration of the first contract (to 2014-05-01) in order to see a couple of orders go through.
The first trade on 2013-12-20 displays $10,000 correctly as remaining margin with the self.Portfolio.MarginRemaining method but for some strange reason the available margin jumps to $56,363 after the first trade is liquidated automatically on 2014-02-27, so I get successive margin calls.
Why is the margin wrong and does it have to do with the automatic delisting liquidation? I don't think it is a bug.
Here is the log output where I'm printing the remaining margin before the market order:
2013-12-20 00:00:00 : Launching analysis for 9bf5f7007929551d137abbf06a2b3f3e with LEAN Engine v2.5.0.0.13573
2013-12-20 02:07:00 : 2013-12-20 02:07:00 NEW CONTRACT Symbol:GC VOFJUCDY9XNH Expiry:2014-02-26 00:00:00 LastPrice:1192.80 OpenInterest:246184 Multiplier:100 MarginReq:$7,975 RemMargin:$10,000
2013-12-20 02:07:00 : 2013-12-20 02:07:00 InitialMargin:7975.0 Contracts:1.0 RemMargin:2736.3
2014-02-27 00:00:00 : 2014-02-27 00:00:00 NEW CONTRACT Symbol:GC VQ3M41P8XYFX Expiry:2014-04-28 00:00:00 LastPrice:1327.70 OpenInterest:235111 Multiplier:100 MarginReq:$7,975 RemMargin:$56,363Cheers,
Andres
Fred Painchaud
Hi Andres,
Can't the augmented remaining margin come from liquidation of the contract with capital gain?
Fred
Andres Arizpe
Hi Fred,
No, I'm only trading one contract because I set the available cash to $10,000 and the margin requirement on Futures.Metals.Gold is $7,975 so and the gain is only $463.65.
After the first trade, the self.Portfolio.MarginRemaining seems to increase $56,363 for every contract I trade. Pretty weird I must say.
Cheers,
AA
Andres Arizpe
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