I try to run a simple optimization to find the best number of bars to exit after an entry, here is the code:
Code: Select all
If marketposition = 1 and barssinceentry > NbDay then begin
sell ("XL Time")currentshares shares next bar at market;
end;
So I've run the report on few symbols (1 to 5) and it's working properly: so I guess there's a limitation on the number of instruments.
How many instruments can we include in an optimization report ?
Can we extend this limit ?
Thanks.