Difference between revisions of "Portfolio InvestedCapital"
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(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...") |
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==== Example ==== | ==== 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> | + | <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]] | [[Category:Portfolio Strategy Performance]] | ||
Revision as of 13:25, 23 January 2012
Returns absolute value in 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 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).
