The Margin factor in a meta strategy is not working.
I try setting it at 1.0, 1.5, 2.0 and other parameters and the backtest results are the same.
Cash is never negative.
It also does not save the margin factor saved setting in each of the individual strategies.
Any suggestions as to how to make it work?
I try setting it at 1.0, 1.5, 2.0 and other parameters and the backtest results are the same.
Cash is never negative.
It also does not save the margin factor saved setting in each of the individual strategies.
Any suggestions as to how to make it work?
Rename
QUOTE:
It also does not save the margin factor saved setting in each of the individual strategies.
I just verified that the Margin Factor is saved with each of the child Strategy in a MetaStrategy. Perhaps you forgot to save the MetaStrategy?
I'll investigate, thanks for reporting.
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