SYSTEMLONGRISK

Keyword Description

Category-related.

Class

Function

Where Legal

Syntax

SYSTEMLONGRISK

Return Value

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

Example

Sample code

IF SYSTEMLONGRISK / SYSTEMSHORTRISK > 1.25 THEN NEWCONTRACTS = 0

See also:

TOTALRISK, USERDEFINEDRISK