Difference between revisions of "Portfolio InvestedCapital"
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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_InvestedCapital
Notes
This function can only be used in signals intended to be used with the Portfolio Backtester.
Example
Portfolio_InvestedCapital
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).
