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The "correct" way to simulate high leverage

Hi QC community,

I have been playing around with a model and would like to put some extra leverage onto my algorithm (basically allow for higher margin than 2x/3x on equities). I am aware of Reg T and how IB accounts for margin. This is just to play around with.

If relevant, I am currently entering positions using: 

SetHoldings("XXX", 2.0)

Could you please point me in the right direction? I have searched on the forum and have yet to find a conclusive answer.

Thanks! 

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I believe it is 

Securities[Symbol].SetLeverage(X); in initialize. X being whatever you want max lev to be

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I've attached a backtest with some results. The leverage doesn't really make sense to me. 

I had to set both:

Securities["SPY"].SetLeverage(2.0M);

and

SetHoldings(_spy, 2.0M);

I've attached a leverage chart also. Am I missing something? The leverage chart seems wrong to me...

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