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Portfolio InvestedCapital

47 bytes added, 07:10, 9 February 2012
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Returns absolute value in currency amounts (e.g. US dollarsDollars), indicating the amount of cash assets invested in portfolio securities on the moment of strategy calculation.
==== Usage ====
<syntaxhighlight>Portfolio_InvestedCapital</syntaxhighlight>
==== Notes ==== This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]].
==== Example ====<syntaxhighlight>Portfolio_InvestedCapital will </syntaxhighlight>Will return a value of 100 000 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 threeopen positions: $50 ,000 long, $20 ,000 long and $30 ,000 short).</syntaxhighlight>
[[Category:Portfolio Strategy Performance]]