SECTORSHORTRISK

Keyword Description

Category-related.

Class

Function

Where Legal

Syntax

SECTORSHORTRISK

Return Value

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

Example

Sample code

IF SECTORSHORTRISK / SECTORLONGRISK > 1.25 THEN NEWCONTRACTS = 0

See also:

TOTALRISK, USERDEFINEDRISK