Portfolio MaxOpenPositionPotentialLoss: Difference between revisions
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Returns a dollar value indicating the combined potential loss (not including margin, commision or slippage) for the traded symbols' open position within the portfolio. | Returns a dollar value indicating the combined potential loss (not including margin, commision or slippage) for the traded symbols' open position within the portfolio. | ||
== Usage == | |||
<syntaxhighlight>SetStopPosition; | <syntaxhighlight>SetStopPosition; | ||
SetStopLoss(Portfolio_MaxOpenPositionPotentialLoss);</syntaxhighlight> | SetStopLoss(Portfolio_MaxOpenPositionPotentialLoss);</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]]. | ||
* Use [[Portfolio SetMaxPotentialLossPerContract]] to set the maximum potential for a given symbol, and [[Portfolio CalcMaxPotentialLossForEntry]] to calculate the maximum potential loss for a specified entry. | |||
== Example == | |||
<syntaxhighlight>value1 = Portfolio_MaxOpenPositionPotentialLoss; | <syntaxhighlight>value1 = Portfolio_MaxOpenPositionPotentialLoss; | ||
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SetStopLoss (value1); | SetStopLoss (value1); | ||
end; | end; </syntaxhighlight> | ||
<syntaxhighlight>Portfolio_MaxOpenPositionPotentialLoss</syntaxhighlight> | |||
* Will return a value of 0 if there are currently no open positions within a portfolio, | |||
* Will return a value of 100 if the combined potential loss for all open positions within a portfolio is $100 since the positions were entered. | |||
[[Category:Portfolio Strategy Position]] | [[Category:Portfolio Strategy Position]] | ||
Revision as of 14:42, 19 February 2012
Returns a dollar value indicating the combined potential loss (not including margin, commision or slippage) for the traded symbols' open position within the portfolio.
Usage
SetStopPosition;
SetStopLoss(Portfolio_MaxOpenPositionPotentialLoss);Notes
- This function can only be used in signals intended to be used with the Portfolio Backtester.
- Use Portfolio SetMaxPotentialLossPerContract to set the maximum potential for a given symbol, and Portfolio CalcMaxPotentialLossForEntry to calculate the maximum potential loss for a specified entry.
Example
value1 = Portfolio_MaxOpenPositionPotentialLoss;
if value1 <> 0 then begin
SetStopPosition;
SetStopLoss (value1);
end;Portfolio_MaxOpenPositionPotentialLoss- Will return a value of 0 if there are currently no open positions within a portfolio,
- Will return a value of 100 if the combined potential loss for all open positions within a portfolio is $100 since the positions were entered.
