Portfolio MaxOpenPositionPotentialLoss
Revision as of 13:52, 23 January 2012 by 194.84.116.138 (talk) (Created page with "Returns a dollar value indicating the combined potential loss (not including margin, commision or slippage) for the traded symbols' open position within the portfolio. ====...")
Returns a dollar value indicating the combined potential loss (not including margin, commision or slippage) for the traded symbols' open position within the portfolio.
Usage
SetStopPosition;
SetStopLoss(Portfolio_MaxOpenPositionPotentialLoss);
Notes
This function can only be used in signals intended to be used with the Portfolio Backtester.
Example
value1 = Portfolio_MaxOpenPositionPotentialLoss;
if value1 <> 0 then begin
SetStopPosition;
SetStopLoss (value1);
end;
Portfolio_MaxOpenPositionPotentialLoss will return a value of 0 if there are currently no open
positions within a portfolio.
Portfolio_MaxOpenPositionPotentialLoss will return a value of 100 if the combined potential loss for
all open positions within a portfolio is $100 since the positions were entered.