Category

Daily Test Statistics

Description

The amount of money allocated to this strategy on this test date

Notes

S.Alloc is simply the most recently calculated value of the Allocation formula.

If no Allocation formula was given, the value of S.Alloc will always equal the value of S.Equity.

It is therefore convenient to always use S.Alloc rather than S.Equity in the Quantity formula.

See Asset Allocation and Position Sizing for additional information.

 

 

 

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