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 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 reported values of S.Invested and S.Exposure (open-position mark-to-market is added to invested/exposure only when MarkToMarket is True), as well as the internal calculations of S.DDDlr, S.DDPct, S.MaxDDDlr, S.MaxDDPct, S.NetDlr and S.NetPct (and their Min/Max variants, which equal the base stats when MarkToMarket is False). It also affects the default value of Allocation if no formula is provided, since that default is Combined(S.Equity).
