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Came across this earlier and think it's pretty useful for Multi Symbol Portfolio Analysis.
I've converted the code provided in this video: https://www.youtube.com/watch?v=3FV8PTikKc0
So that it dynamically measures the Value at Risk of the open trades on the Account.
Note: the issue that I'm having is that Buy & Sell trades for the same symbol both add to the value at risk.
This should not happen, go to 8:30 in the video to understand why
It would be good to discuss potential solutions for this.
The key part of the code that needs to be changed is: