Category

Daily Test Statistics

Description

Total dollar value of long positions held overnight

Notes

S.LongInv is the sum of (shares * latest price)  plus dividends received so far of open long positions when MarkToMarket is True (the default).

When MarkToMarket is False S.LongInv is the sum of (shares * entry price) of open long positions.

To see this original long investment value when MarkToMarket is True, use S.LongInv - S.M2M.

For futures positions "shares" above means (contracts * point value), i.e., S.LongInv is the notional dollar value fo open longs.

Use Combined or Extern to obtain this value for all strategies or for a specific other strategy or StatsGroup.

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