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check account size in backtest for full investment
http://www.smartquant.com/forums/viewtopic.php?f=42&t=8055
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Author:  ads78 [ Thu May 27, 2010 9:21 pm ]
Post subject:  check account size in backtest for full investment

Hi,
I would like to do a backtest where I fully invest in an instrument instead of a fixed quantity (qty=100) as in the code I have seen. How do I determine my total account size so I can figure out how large a quantity of securities to buy?

Thanks,
Andrew

Author:  Dr. Anton Fokin [ Thu May 27, 2010 10:52 pm ]
Post subject: 

Hi,

you can try Portfolio.GetAccountValue()

Regards,
Anton

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