Category

Daily Test Statistics

Description

Number of bars (periods) per year in the current test stats data

Notes

The size of each stat period in a test will always be the smallest bar size used in any strategy.

For example, if a script includes a daily bar strategy and a weekly bar strategy, there will be 252 stat periods per year for both strategies, and S.BPY will return 252.

If a script only includes weekly bar strategies, there will be 52 stat periods per year and S.BPY will be return 52.

The purpose of S.BPY is to facilitate calculation of formulas such as ROR (results.rts) that need to "annualize" a value.

Because this is a test-level statistic, the value returned will be the same for every strategy (hence no need for "Combined").

 

 

 

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