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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.
ØUse Allocation: S.StartEquity for a non-compounded backtest.
ØUse Allocation: S.Equity for a compounded backtest where each strategy compounds separately.
ØUse 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.
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