Long/short rules symmetry in optimizer
There is an option to set symmetry between long/short rules when building strategies. This option is missing when optimizing a strategy. You then have long/short coefficient listed seperately, while not having a chance to keep them symmetric. That results in not being able to optimize big parts of the strategy or run into an asymmetric long/stop rule (although you first explicitly chose to keep them symmetric when building the strategies).
Is there a workaround for this problem? Otherwise the optimized becomes useless for most strategies.
It’s one of the major show stoppers for me with the current version of SQ.
I’m waiting for the new version before spending any more time on SQ.
Yea, it´s bad that SQ 3.8 doesn´t have it ,but SQ4 will as Mark already said several times here in the Forum.
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