ShortRollAdj (Reserved Word)

Disclaimer

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

ShortRollAdj

Remarks

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

Examples

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

Value1 = ShortRollAdj;

Assigns to Value2 the short position roll adjustment factor from 7 bars ago.

Value2 = ShortRollAdj[7];