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StatsGroup

 

 

 

 

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

Group-level capacity constraints are ignored unless TopDownMode: True is specifed in Settings.

See Special Strategy Types for details.

 

 

 

 

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