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Compounded

 

 

 

Category

Strategy Elements

Description

Optionally overrides the automatically determined S.Compounded flag for a strategy

Choices

True - force the strategy to report stats as if compounded

False - force the strategy to report stats as if non-compounded

(unspecified) - report stats based as compounded if equity is compounded or as non-compounded if equity is not compounded (default)

Notes

This setting has no effect on allocation or position sizes in a backtest. Those are always controlled by the Allocation and Quantity formulas.

Equity is considered to be compounded if either of the above formulas refers to S.Equity.

The purpose of this setting is to allow specification of how stats are reported for special-purpose strategies such as those based on a TradeList.

 

 

 

 

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