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by paraty
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...

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