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- 09 Apr 2014
- Forum: MultiCharts
- Topic: Portfolio historical exposure ..... open positions.
- Replies: 11
- Views: 4137
Re: Portfolio historical exposure ..... open positions.
What about the daily exposure as a means to audit the backtest results?. How can we have an excel export or a report detailing the daily Exposure, defined as (Portfolio_InvestedCapital + Portfolio_OpenPositionProfit)? In your standard reports, this figure is not shown anywhere. How would I include a...