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Unrealised Return and Days Held in Next?
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Hi,
Is it possible to get Days Held and Unrealised return in Next for stocks which have non-zero positions?
Thanks!
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You can get the unrealized profit and loss by using the commission scheme which corresponds to the given asset.
As for the length, you can record the length at which it was executed and compare it against the actual length of the data (that will give you natural days, for trading days, you will need to apply a trading calendar)