Difference between revisions of "Portfolio InvestedCapital"
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| − | Returns absolute value | + | Returns absolute value 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 | + | This function can only be used in signals intended to be used with the Portfolio Trader. |
| − | + | The value is returned in the currency specified in Portfolio Trader: '''Portfolio Settings -> Base Currency.''' | |
| − | <syntaxhighlight>Portfolio_InvestedCapital | + | |
| − | portfolio securities on the moment of strategy calculation is 100 000 | + | == Example == |
| − | open positions: 50 000 long, 20 000 long and 30 000 short). | + | <syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight> |
| + | 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 units of the selected currency (e.g. there are three open positions: 50 000 long, 20 000 long and 30 000 short). | ||
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[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] | ||
Latest revision as of 13:56, 25 July 2014
Returns absolute value 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 Trader.
The value is returned in the currency specified in Portfolio Trader: Portfolio Settings -> Base Currency.
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 units of the selected currency (e.g. there are three open positions: 50 000 long, 20 000 long and 30 000 short).