Navigation: Realtest Script Language > Syntax Element Details >







Strategy Elements


Dollars allocated to this strategy


Any formula specifying a dollar amount


The Allocation formula is recalculated daily and sets the value of the S.Alloc variable.

If Allocation is not specified, then it defaults to your combined S.Equity value.

Note that Allocation has no effect on the maximum investment level allowed for a strategy. Investment level limits are specified using MaxExposure and/or MaxInvested and/or MaxPositions.

Use Allocation: S.StartEquity for a non-compounded backtest.

Use Allocation: S.Equity for a compounded backtest where each strategy compounds separately.

Use Allocation: Combined(S.Equity) - or simply don't specify Allocation since this is the default - for a compounded backtest where all strategies share a common account.

See Asset Allocation and Position Sizing for additional information.





Copyright © 2020-2022 Systematic Solutions, LLC