SYSTEMSHORTRISK

Keyword Description

Category-related.

Class

Function

Where Legal

Syntax

SYSTEMSHORTRISK

Return Value

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

Example

Sample code

IF SYSTEMSHORTRISK / SYSTEMLONGRISK > 1.25 THEN NEWCONTRACTS = 0

See also:

TOTALRISK, USERDEFINEDRISK