Difference between revisions of "Portfolio InvestedCapital"
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== Notes == | == Notes == | ||
| − | This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | + | * This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. |
| − | + | ||
== Example == | == Example == | ||
<syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight> | <syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight> | ||
Revision as of 14:10, 19 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).
