In my backtest, I wrote the following code in the initialize function of my algorithm:
self.SetCash(100000)
How can I retrieve my current trading equity which I use to compute the number of shares in my trade?
Thanks a lot!
QUANTCONNECT COMMUNITY
In my backtest, I wrote the following code in the initialize function of my algorithm:
self.SetCash(100000)
How can I retrieve my current trading equity which I use to compute the number of shares in my trade?
Thanks a lot!
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Ted Murphy
Well, I know this works:
self.Portfolio.TotalPortfolioValue
I do not know what other calls are available to self.Portfolio
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Myrich Lim
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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