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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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