Back Test Short Strategy

Optuma Forums Feature Requests Back Test Short Strategy

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  • #53929
    • Topics: 10
    • Replies: 9
    • Posts: 19

    Hi guys,

    When back testing short (or short and long) strategies, the cash balance isn’t reduced when a short position is taken. As brokers typically require a margin to take a short position, this means that the results are skewed compared to practical reality. It’d be great to have an option to require short positions to reduce available cash.



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