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Category
Strategy Elements
Description
Dollars allocated to this strategy
Input
Any formula specifying a dollar amount
Notes
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.
See Asset Allocation and Position Sizing for additional information.
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