CurrentContracts

Returns an absolute numerical value, indicating the number of contracts or shares held in the current position.

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Example

CurrentContracts

Will return a value of "1" if the strategy is long 1 contract or share.

CurrentContracts

Will return a value of "5" for 5 shares short.

CurrentContracts returns an absolute value for both long and short positions. Multiply it with the MarketPosition to get the negative sign for short positions. For example:

MarketPosition(0) * CurrentContracts

Will return a value of "-9" if the strategy is short 9 contracts, and will return a value of "4" if the strategy is long four contracts.