romysaputrasihananda ddd8c98af5 feat: add margin call / stop-out simulation ...

STOP_OUT_PCT env var (default 0.0 = Exness standard: stop at $0 equity).
- During open trade: checks worst-case equity (candle.low/high) each candle
- Before new trade: checks balance > stop_out_balance
- Prints STOP-OUT event in trade log and MARGIN CALL banner in summary

Portfolio simulator updated: checks combined balance vs stop-out level.

Findings:
  1% risk — never margin-called at any stop-out level
  5% XAUUSDm — MARGIN CALL at STOP_OUT_PCT=0.2 (balance hit $88.99 < $120)
  5% XAGUSDm/BTC/Oil — survive 20% stop-out (lower early drawdown)
  Portfolio 4 pairs — no margin call at 20% stop-out (diversification)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-09 20:24:56 +07:00

..

portfolio_sim.py

feat: add margin call / stop-out simulation

2026-06-09 20:24:56 +07:00