TOTALSHORTRISK

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Keyword Description

Category-related / Category-legal.

Class

Function

Where Legal

Resources

Entry Logic

Exit Logic

Initial Size

Resize

(Pre-Category)

Resize

(Category-Level)

 

 

 

l

l

l

Syntax

TOTALSHORTRISK

       

Return Value

Returns the combined open risk (in dollars) carried by all short positions across all systems.

Example

Sample code

IF TOTALSHORTRISK / TOTALONGRISK > 1.25 THEN NEWCONTRACTS = 0

 

See also:

TOTALRISK, USERDEFINEDRISK