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MarkToMarket

 

 

 

 

Category

Strategy Elements

Description

Determines whether strategy equity includes open-position mark-to-market value

Choices

True - equity includes mark-to-market (default)

False - equity is closed-trade-basis

Notes

This setting changes the value of to S.Equity. By default, S.Equity is updated daily as (starting capital) + (net closed trade profits) + (net open position mark to market values). If MarkToMarket: False is added to a strategy, then its S.Equity series becomes (starting capital) + (net closed trade profits).

This setting also affects the internal calculations of S.DDDlr, S.DDPct, S.MaxDDDlr, S.MaxDDPct, S.NetDlr and S.NetPct. It also affects the default value of Allocation if no formula is provided, since that default is Combined(S.Equity).

 

 

 

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