Portfolio InvestedCapital

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Returns absolute value indicating the amount of cash assets invested in portfolio securities on the moment of strategy calculation.

Usage

Portfolio_InvestedCapital

Notes

This function can only be used in signals intended to be used with the Portfolio Trader.

The value is returned in the currency specified in Portfolio Trader: Portfolio Settings -> Base Currency.

Example

Portfolio_InvestedCapital

Will return a value of 100 000 if the amount of cash assets invested in portfolio securities on the moment of strategy calculation is 100 000 units of the selected currency (e.g. there are three open positions: 50 000 long, 20 000 long and 30 000 short).