LongRollAdj (Reserved Word)

Disclaimer

Reserved word that returns an end-of-day roll adjustment factor for long forex positions.

LongRollAdj

Remarks

LongRollAdj is used to apply a long position roll adjustment for p/l calculations on forex long positions that are held overnight to account for fluctuations in daily interest rates.  

Examples

Assigns to Value1 the long position roll adjustment factor for the current bar.

Value1 = LongRollAdj;

Assigns to Value2 the long position roll adjustment factor from 5 bars ago.

Value2 = LongRollAdj[5]