SYSTEMARGIN

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Keyword Description

Category-related.

Class

Function

Where Legal

Resources

Entry Logic

Exit Logic

Initial Size

Resize

(Pre-Category)

Resize

(Category-Level)

 

 

 

l

 

 

Syntax

SYSTEMARGIN

       

Return Value

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

Example

Sample code

IF SYSTEMARGIN > TOTALEQUITY * .12 THEN NEWCONTRACTS = 0