SECTORLONGRISK

Keyword Description

Category-related.

Class

Function

Where Legal

Syntax

SECTORLONGRISK

Return Value

Returns the combined open risk (in dollars) carried by all long positions in the same (commodity or stock) SECTOR set as the trade being presented for initial sizing.

Example

Sample code

IF SECTORLONGRISK / SECTORSHORTRISK > 1.25 THEN NEWCONTRACTS = 0

See also:

TOTALRISK, USERDEFINEDRISK