No, you dont have to carry a balance. There is alot of misconceptions about this. There is a trick to make it look like you have a balance, but dont actually. For example, you have a credit card with 2,000$ credit limit. You want to carry a balance of 500 over three months

First Month
You charge 500$ to you card and the statement date hits. On this date, it reports 500$ on your credit report. You now pay off the 500$ and have a 0 balance.

Second Month
Right after paying it off, you charge 400$ to the card, and then wait for the statement date to hit. When it does, it reports 400$ balance. After that date (+ a few days), you pay the entire thing off again.

Third Month
Right after paying off the 400, you charge 300$, wait for statement date to hit. When it does, you pay the entire thing off but dont charge anything else on it.

A Look at the credit report

Credit limit:2,000
Payment history: 500, 400, 300, 0, 0
Interest paid: 0

The reason why this occurs is due to the credit card reporting the outstanding balance on the statement date. Paying within the grace period doesnt show up on your credit, or shouldnt.