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Daily Test Statistics


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


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

If no Allocation formula was given, S.Alloc is the same as Combined(S.Equity).

Use S.Alloc to access your current allocation value in the Quantity (position size) formula, if your QtyType is Shares (default) or Value.

If QtyType is Percent, then S.Alloc is automatically used as the value of which to calculate the percentage.

S.Alloc is also used as in some of the default test statistics formulas provided in the Results and Graphs scripts.

It is also used internally as the denominator of built-in stats such as S.DDPct, S.MaxDDPct, and S.NetPct.

See Asset Allocation and Position Sizing for additional information.




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