Status changed from New to Waiting for information
It tests correlation of newly generated strategies with the ones from Existing portfolio databank, not between generated strategies themselves
Status changed from Waiting for information to Refused
Attachment 1.jpg added
Status changed from Refused to Waiting for information
I don't see from your screenshot what is wrong. Fit to portfolio compares generated strategy with strategies in Existing portfolio databank and filters only the generated strategies.
It does nothing with the strategies in Existing portfolio databank.
I am also trading them on a real account this week well been doing it for 8 weeks now building new ones evry weekend. And indeed they are very correlated. At the moment i have 3 buy on XAG that are supposed to be uncorrelated all 3 taken within acouple of pips. It is probably better to not rely on this and check the code instead manually.
Type changed from Bug to Feature
Status changed from Waiting for information to New
Priority changed from Normal to Low
That's creative, but we didn't intend it to be used this way. It will not work correctly because the existing strategies are cached before the build for quick computation of correlation.
We could make it work, but it is a feature request, and I'm afraid it is low on our list of priorities right now.
https://strategyquant.com/doc/strategyquant/fit-strategy-to-existing-portfolio/