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MarginModel

self.Portfolio.MarginModel = MarginCallModel.Null does not seem to work.

Automatic margin call trades keep getting generated in back tests regardless.

How do I completely disable the QuantConnect margin management?

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The MarginModel is for the margin available(leverage) and settlement of the security (i.e Cash settlement vs Margin instant settlement trading). The MarginCallModel is set slightly differently:

self.Portfolio.MarginCallModel = MarginCallModel.NullĀ 

In the example code that property doesn't exist but python's allowing it by creating a new property. The default leverage for equities in 2x so that order shouldn't go through! =)

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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