Category
Daily Test Statistics
Description
Total dollar value of short positions held overnight
Notes
S.ShortInv is the sum of (shares * latest price) of open short positions when MarkToMarket is True (the default).
When MarkToMarket is False S.ShortInv is the sum of (shares * entry price) of open positions.
For futures positions "shares" above means (contracts * point value), i.e., S.ShortInv is the notional dollar value of open shorts.
Use Combined or Extern to obtain this value for all strategies or for a specific other strategy or StatsGroup.
|