The user guide states that "Each strategy item develops its own equity and cash curves".

I would like to share the total equity among child strategies.
Is there a way to do that?

Suppose I have two child strategies and both are starting with 50% equity.
I would like the each child strategy to have the position size 50% of total equity all the time.

No, this is not how Combination strategies work:

Is child strategy equity being constantly readjusted on a day-to-day basis with regard to the "Percent of Starting Equity" allocation?

If I want such equity allocation, I have to write it in the code? Probably not PosSizer but SetShareSize?

I'm at a loss how you would code it, and if that code could help Combination strategies.

I have implemented multiple strategy code into one strategy and allocating equal amount day-to-day basis using SetShareSize.
Comparing it to the same strategies running in Combination Strategy that is to allocate individually, allocating equal amount gets always better net result and lower max drawdown.
It's not significantly but constantly better than individual allocation.

I think it's worth to consider supporting the equal allocation mode in Combination Strategy.

In fact, multiple strategy code into one strategy runs significantly slower than running individually due to probably accessing external symbol every day. I have a strategy that takes several seconds to execute. The same code but rotating the symbols every single day in the code takes more than 6 minutes to execute. If it was Combination Strategy, the sizing is applied after execution, so it should run much faster I think.

I really don't think there's a possibility of modifying Combination Strategies to work that way, i.e., sharing equity allocations. It was discussed but the current design prevailed.

Instead of retrieving the external symbol every day, I implemented the code to cache the external symbol data and now the code runs 170x faster.

Which provider do you use for the external symbol?
(If it's Yahoo! we could have saved you the trouble of implementing that caching code.)

It's Fidelity data.

I think I have confused you by saying that rotating the symbols every day.
It's a 1-minute strategy deciding the trading symbol at the market open every day.
If I backtest it for years, the strategy ends up switching the symbol thousands times.
I have implemented the caching code so that the external symbols are retrieved only once.