Actually it is Hedge = 5 specifically which is broken when combined with a loop(). Here's a demonstration.
Code:
function run() {
  NumYears = 1;
  Hedge = 5;

  while(asset(loop("EUR/USD", "GBP/USD"))) {
    if (Bar % 99 == 0) {
      enterLong();
    }
  }
}
... [Test] Produces:
Code:
Portfolio analysis  OptF  ProF  Win/Loss  Wgt%

EUR/USD avg         .000  ----    0/0     -0.0  
GBP/USD avg         .000  0.78  2614/3232 100.0 

GBP/USD             .000  0.78  2614/3232 100.0 
GBP/USD:L           .000  0.78  2614/3232 100.0 
GBP/USD:S           .000  ----    0/0     -0.0
If you swap the order of the assets in the loop, you get this Portfolio analysis instead.
Code:
Portfolio analysis  OptF  ProF  Win/Loss  Wgt%

EUR/USD avg         .000  0.74  2687/3160 100.0 
GBP/USD avg         .000  ----    0/0     -0.0  

EUR/USD             .000  0.74  2687/3160 100.0 
EUR/USD:L           .000  0.74  2687/3160 100.0 
EUR/USD:S           .000  ----    0/0     -0.0
Expected: same performance regardless of order of elements in asset loop.
Expected: >0 trades for all assets. The enterLong is unconditional every 99th bar, so there should be thousands of trades, same for all assets.

Last edited by GPEngine; 12/29/14 05:26.