Category

Daily Test Statistics

Description

Total dollar value of short positions held overnight

Notes

S.ShortInv is the sum of (shares * latest price) minus dividends paid so far 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.

To see this original short investment value when MarkToMarket is True, use S.ShortInv + S.M2M.

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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