QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : PatternDayTradingMarginModel Class
PatternDayTradingMarginModel Class
Represents a simple margining model where margin/leverage depends on market state (open or close). During regular market hours, leverage is 4x, otherwise 2x
Syntax
public class PatternDayTradingMarginModel : SecurityMarginModel, ISecurityMarginModel  
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.SecurityMarginModel
      QuantConnect.Securities.PatternDayTradingMarginModel

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also