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Category
Script Sections
Description
Defines a group of strategies to combine for test statistics reporting and for application of multi-strategy constraints such as MaxExposure, MaxInvested, MaxPositions, etc.
Notes
The strategies in a StatsGroup are specified with the Using statement.
StatsGroups can include Strategies or Benchmarks but cannot include other StatsGroups.
A Strategy or Benchmark can be included in any number of StatsGroups.
Group-level capacity constraints are ignored in Legacy Mode.
See Special Strategy Types for details.
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