Does Streak take into consideration the margin for futures and options contracts after using CTB?
@ninjatrader In Streak during backtesting, irrespective of any order(MIS or CNC), no margin is assumed for any instrument(future or option contract).
The initial capital value in the baktesting should be such that it is higher than the product of quantity and the instruments close price [Initial Capital >= (Quantity x Close Price) for all instruments being tested].
For eg for a particular backtest period Nifty highest traded price was 17000, then to backtest 1 lot of Nifty the initial capital should be higher then (17000*50= 8,50,000) .
But in the live market , leverage is given by your broker and Streak does not calculate the leverage for the order. Streak only gives signal when the strategy condition is triggered. For successful order execution one should have the sufficient margin as required by their broker in their trading account.