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WFM does not maintain "same as" variable requirement from strat template

When running a Walk Forward Matrix on template based strategies that stipulate a variable with the "same as" value for both Long and Short trades the WFM optimisation over rides the initial template requirement and assigns different variable values for the long and short trades thereby diverting from the original intention of the strategy.
Attachments
IL IH.sqx
IL IH.sqx
(3.66 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

JH
#1

Jabezz

06.01.2022 04:44

Task created

E
#2

Emmanuel

11.01.2022 02:10
Voted for this task.
b
#3

bentra

13.12.2022 16:41
Missed milestone
Votes: +1

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