Portfolio InvestedCapital
Revision as of 13:24, 23 January 2012 by 194.84.116.138 (talk) (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...")
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).
