Dynamic Allocation Scripts
Dynamic allocation scripts are used for systematically redistributing cash between Desktop strategies based on their performance or some other heuristic.
Setup
A Dynamic Allocation script can be set up from the Advanced tab in the Desktop Settings.
Functions
Name |
Description |
This function is used for accepting the script parameters and for initializing the script prior to all other function calls. Once the script is assigned to a Desktop, its parameter values can be specified by the user and can be selected for optimization. |
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This function is called daily at the Desktop EOD time (23:59:59 UTC), at which point it may redistribute cash between Desktop strategies (see the StrategyTransfer function). |
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This function is called when the script is shutdown. |
Function Details
OnInitialize() |
This function is used for accepting the script parameters and for initializing the script prior to all other function calls. Once the script is assigned to a Desktop, its parameter values can be specified by the user and can be selected for optimization. |
OnDynamicAllocation() |
This function is called daily at the Desktop EOD time (23:59:59 UTC), at which point it may redistribute cash between Desktop strategies (see the StrategyTransfer function). |
OnShutdown() |
This function is called when the script is shutdown. |