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Portfolio InvestedCapital

700 bytes added, 13:24, 23 January 2012
Created page with "Returns absolute value in US dollars, indicating the amount of cash assets invested in portfolio securities on the moment of strategy calculation. ==== Usage ==== <syntaxhi..."
Returns absolute value in US dollars, indicating the amount of cash assets invested in portfolio securities on the moment of strategy calculation.

==== Usage ====
<syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight>

==== Notes ====
This function can only be used in signals intended to be used with the Portfolio Backtester.

==== Example ====
<syntaxhighlight>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 dollars (e.g. there are three open positions: 50 000 long, 20 000 long and 30 000 short).</syntaxhighlight>

[[Category:Portfolio Strategy Performance]]
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