Portfolio InvestedCapital

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).