Category

Test Statistics Arrays

Description

Total dollar value of currently open short positions

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 short positions.

To recover this original (cost-basis) short investment value when MarkToMarket is True, use S.ShortInv + S.ShortM2M.

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.

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