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Protecting against going short too much

Given the richeness of the API, I'm sure I'm overlooking a simpler way to handle this.  Essentially, my algo wants to go short on occassion.  But, I want to keep the algo from overbuying.  I want to hold cash in reserve to cover the short positions.

So, when I go to open a short position, I need to be able to sum up the value of my short positions and compare that against, presumably, the Portfolio.CashBook["USD"].Amount.

Maybe there's a better way to do this?  

What's the best way to sum up the value of all the short positions?  I know I can loop through the Portfolio and get all the items where Quantity < 0, but I'm wondering if there's a more elegant solution?

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There is no built-in variable in the API that holds this information.
However, if we use some Linq magic, we can calculated it with a one-liner:

var shortHoldingsValue = Portfolio.Values
.Where(x => x.IsShort)
.Sum(x => x.AbsoluteHoldingsValue);

 

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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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