Variable History Range Issue

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Variable History Range Issue 2018-06-14T14:58:33+00:00
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  • Richard Thomas
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    Post count: 10

    I have been trying to find combinations of strategies to go with the Nasdaq 100 Hedged (N100H), to try to bring down the maxDD without sacrificing too much CAGR.

    I have tried many combinations of strategies, algorithms and lookback/attenuator combinations.  I  have selected  fixed History Range of 20 years but, because of data availability for some ETFs, there are many different start dates for my combinations.

    To have meaningful comparisons I need them all to be assessed for the same time period.  So I find the combination with the most recent start time and then change the History Range to variable with that most recent start date and go through each of my combinations again with that date.

    However, whenever I change the strategy parameters and press Update the variable start date is ignored and the data is displayed as if fixed 20 years had been selected.  This is a bit of a pain as I have to go in and change the start date every time I change the strategy parameters.

    Can you change the logic so that if the Variable History Range has been selected then those are the dates that are used when strategy parameters are changed and Update is pressed?

    Thanks.

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