1. comparing the calculated Fitness values to the metric on which the fitness is calculated (no impact of selecting Existing Portfolio vs Main Data)
2. by retesting the generated strategies using the Main Data (same fitness values as originally when building strategies using Existing Portfolio option)
Would it be possible to fix this? Fit to Existing Portfolio is a superb option but it doesn't seem to work.
Status changed from New to Waiting for information
But it depends on which crosschecks you use, portfolio is computed only if you use Backtest on additional markets crosscheck.
Please write more details how you tested it, and attach a project.
When calculating fitness against Existing Portfolio with strategies in it, the fitness is the same as when calculating it on Main Data.
Please see my original bug report above for how I verified it. I am certain it does not work at least on my v135 install.
Maxim
Status changed from Waiting for information to Fixed