The SystemRunSettings type exposes the following members.
The amount to allocate for each position when position size is not specified. How this value is interpreted depends on the AllocationType property.
The allocation method to use when position size is not specified. Use the Allocation property to set a value for this method.
The main bar frequency to use for the system.
The date to start the simulation.
The date to end simulation.
Specifies if submitted orders will be forced to use round lots. If true, the number of shares will be rounded to the nearest 100 share increment.
Specifies that the bar high price should be processed before the low price.
Number of bars to skip before beginning trades in the simulation.
The maximum number of positions allowed to be open at any given time.
The maximum number of positions allowed to be open at any given time for one symbol.
Specifies whether the Max Open Positions settings should limit the number of position open orders submitted.
Specifies whether optimization results should be saved.
The amount of capital to begin the simulation with.
The list of symbols to use for the system
If set to true, empty bars will be created when a symbol does not have any data during a time period that another symbol did have data. This ensures that a given index (look back value) corresponds to the same date/time for all symbols.
Specifies the values for system-specific parameters, which may be used for optimization.
The date to begin trading.
Specifies that for symbols that have tick data in the data store, the tick data should be used for the simulation.