He was a target for Crystal Palace before the transfer window closed.
"I'm hoping to get out on loan to get first-team football," said Allan in the Sunday Mail.
"I was meant to go to Crystal Palace in the window and it didn't materialise. I was gutted and the manager was gutted for me.
"But I can still go out on a youth loan for three months, given I'm only 20, so hopefully I can get something sorted.
"It's frustrating but when I look at the job the West Brom players are doing I can't have any complaints. They've had great results recently.
"I still think I made the right choice, some of the boys who can't get on the bench are full internationals so I just have to bide my time."
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