How can I create an indicator which returns cumulative values for a complete portfolio?

Example:

Average Volatility calculated form the average of all individual volatilities of all instruments in a portfolio.

I know how to do this in the NewBar() routine of a trading system. But how can I create such an indicator for RE?

www.finantic.de

Our Trading System at C2: Topaz

#### Portfolio Indicators

Posted By
DrKoch
10 Years Ago