I think you should move
UpdateDays = -1;
into the run function.
Having it in may asset / algo loop before the algos works fine for me.
Btw, I am not sure if you always want to retrain on the full dataset, that is increasing, actually I set my factors on ca. the last five years...
StartDate = ymd(wdate(NOW) - 1825);
Last edited by danatrader; 09/19/20 17:40.