portfolios

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Fiber
Last seen: 4 years 7 months ago
Joined: 09/02/2019 - 08:02
How to get Statistical calculations for portfolio?

Hi, I'm trying to calculate stats not on one symbol but for portfolio. Lets say I want to count gaps bigger then x percent.
I built a Signal and used it with Signal Statistics to get result for one symbol. In my case I want to calculate more variables and for many symbols at once.
In the Homework #10 there are example how to use backtesting and Long/Short trades at the session end to calculate desired result.
But in this case can get max 2 results ( by number Long and Short trades)

Portfolios

The portfolio object is a spreadsheet with many characteristics in common with the quote page object. The key difference is that the portfolio contains only instruments in which the user has an open position. Each row of the portfolio spreadsheet represents an open position in a particular instrument. A position may be long or short, cash or on margin. The portfolio object performs a variety of accounting functions to show the gain or loss in each position and the total gain/loss of the portfolio as price updates are received.