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group1
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name of the group1. Set in the Futures or Stock Dictionary
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group2
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name of the group2.
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industry
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same as group1. Used for stocks.
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sector
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same as group2. Used for stocks.
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country
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name of the country. Set in the Stock Dictionary.
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The following are indexed by group index
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1 = group1/industry; 2 = group2/sector; 3 = country; 4 = currency
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groupLongInstruments[]
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the number of long instruments in the group
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groupShortInstruments[]
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the number of short instruments in the group
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groupLongQuantity[]
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the quantity long for instruments in the group
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groupShortQuantity[]
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the quantity short for instruments in the group
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groupLongUnits[]
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the number of units long for instruments in the group
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groupShortUnits[]
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the number of units short for instruments in the group
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groupLongRisk[]
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the total risk for long instruments in the group
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groupShortRisk[]
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the total risk for short instruments in the group
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groupLongMargin[]
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the total margin for long instruments in the group
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groupShortMargin[]
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the total margin for short instruments in the group
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groupLongProfit[]
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the total profit for long instruments in the group
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groupShortProfit[]
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the total profit for short instruments in the group
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