Daily Test Statistics


Number of stat bars (dates) per period in the current test stats data


Specific values are:

S.BPY = bars per year

S.BPQ = bars per quarter

S.BPM = bars per month

S.BPW = bars per week

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 return 52.

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

The purpose of the other intervals is to facilitate rolling return graphs of various durations (see Graphs.rts).

Because these are test-level statistic, the values returned will be the same for every strategy regardless of strategy-specific bar size.




Copyright © 2020-2023 Systematic Solutions, LLC