The Max # of strategies in possible numbers for the Portfolio Compiler should be capped at the max allowed strategies from the same sector * the number of unique strategy sectors in the Simple strategies list.
For
e.g, if I have 11 unique sectors as below, and I have the max allowed
strategies from the same sector set as 1, the portfolio size cannot be
greater than 11, so I should not be able to increase the max portfolio
size past 11.
If I set the
max allowed strategies from the same sector set as 2, in the same scenario, the max portfolio size should be capped at 22.
Instead, the
max portfolio size is a user defined input and if the user does not know
what they are doing they could dramatically increase processing time.