Difference between revisions of "Portfolio InvestedCapital"

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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.   
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Returns absolute value indicating the amount of cash assets invested in portfolio securities on the moment of strategy calculation.   
  
 
== Usage ==
 
== Usage ==
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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]].
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This function can only be used in signals intended to be used with the Portfolio Trader.
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The value is returned in the currency specified in Portfolio Trader: '''Portfolio Settings -> Base Currency.'''
  
 
== Example ==
 
== Example ==
 
<syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight>
 
<syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight>
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).
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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).  
 
   
 
   
[[Category:Portfolio Strategy Performance]]
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[[Category:Portfolio Trading]]

Revision as of 16:30, 24 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).