Hi JCL,

Thank you for your reply.

Sorry that I didn't mention in my post that any 7 assets out of the assetsZ9 available, will train the strategy.
The 8th asset would be any asset out of the list.
For example:
Code
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol,Type
AGG,50,0.1,0,0,0.01,0.01,0,1,1,0.02,*!STOOQ:*,1
#CWI,50,0.1,0,0,0.01,0.01,0,1,1,0.02,CWI!STOOQ:CWI,2
#DIA,50,0.1,0,0,0.01,0.01,0,1,1,0.02,*!STOOQ:DIA,0
#FDN,50,0.1,0,0,0.01,0.01,0,1,1,0.02,*!STOOQ:FDN,0
#HYG,50,0.1,0,0,0.01,0.01,0,1,1,0.02,HYG!STOOQ:HYG,1
IAU,50,0.1,0,0,0.01,0.01,0,1,1,0.02,IAU!STOOQ:IAU,2
IGM,50,0.1,0,0,0.01,0.01,0,1,1,0.02,*!STOOQ:IGM,0
IGSB,50,0.1,0,0,0.01,0.01,0,1,1,0.02,IGSB!STOOQ:IGSB,1
#ITB,50,0.1,0,0,0.01,0.01,0,1,1,0.02,ITB!STOOQ:ITB,0
SMH,50,0.1,0,0,0.01,0.01,0,1,1,0.02,SMH!STOOQ:SMH,0
TLT,50,0.1,0,0,0.01,0.01,0,1,1,0.02,TLT!STOOQ:TLT,1
#VGK,50,0.1,0,0,0.01,0.01,0,1,1,0.02,VGK!STOOQ:VGK,2
#VOO,50,0.1,0,0,0.01,0.01,0,1,1,0.02,VOO!STOOQ:VOO,1
SPY,50,0.1,0,0,0.01,0.01,0,1,1,0.02,SPY!STOOQ:SPY,3
#SPLV,50,0.1,0,0,0.01,0.01,0,1,1,0.02,*!STOOQ:SPLV,0
#XBI,50,0.1,0,0,0.01,0.01,0,1,1,0.02,XBI!STOOQ:XBI,0
#XLI,50,0.1,0,0,0.01,0.01,0,1,1,0.02,XLI!STOOQ:XLI,0
#XLU,50,0.1,0,0,0.01,0.01,0,1,1,0.02,*!STOOQ:XLU,0
#XLV,50,0.1,0,0,0.01,0.01,0,1,1,0.02,XLV!STOOQ:XLV,0


Any 7 assets you choose will train the strategy, but the 8th (could be any asset) will break the training.

AGG-CWI-DIA-FDN-HYG-IAU-IGM -> train is OK
AGG-CWI-DIA-FDN-HYG-IAU-IGM-IGSB -> train breaks
CWI-DIA-FDN-HYG-IAU-IGM-IGSB -> train OK

Last edited by dBc; 11/25/20 15:31.