Portfolio InvestedCapital: Difference between revisions
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Returns absolute value in US | Returns absolute value in currency amounts (e.g. US Dollars), indicating the amount of cash assets invested in portfolio securities on the moment of strategy calculation. | ||
== Usage == | |||
<syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight> | <syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight> | ||
== Notes == | |||
This function can only be used in signals intended to be used with the Portfolio Backtester. | This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | ||
== Example == | |||
<syntaxhighlight>Portfolio_InvestedCapital | <syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight> | ||
portfolio securities on the moment of strategy calculation is 100 000 dollars (e.g. there are three | Will return a value of 100000 if the amount of cash assets invested in portfolio securities on the moment of strategy calculation is 100,000 dollars (e.g. there are three open positions: $50,000 long, $20,000 long and $30,000 short). | ||
open positions: 50 000 long, 20 000 long and 30 000 short). | |||
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] | ||
Revision as of 07:10, 9 February 2012
Returns absolute value in currency amounts (e.g. US Dollars), indicating the amount of cash assets invested in portfolio securities on the moment of strategy calculation.
Usage
Portfolio_InvestedCapitalNotes
This function can only be used in signals intended to be used with the Portfolio Backtester.
Example
Portfolio_InvestedCapitalWill return a value of 100000 if the amount of cash assets invested in portfolio securities on the moment of strategy calculation is 100,000 dollars (e.g. there are three open positions: $50,000 long, $20,000 long and $30,000 short).
