http://www.strategyquant.com/forum/topic/4416-sq4-early-preview/page-23#entry25301
Task created
Status changed from New to Fixed
I don't think there needs to be a configuration for that, program nows dismisses strategy if it has more than 20% ambiguous or other problematic orders.
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I don't think there needs to be a configuration for that, program nows dismisses strategy if it has more than 20% ambiguous or other problematic orders.