I was trying to follow the workflow set out in this blog post.
When I use the “Improve existing strategies” function, even though I set the building blocks to require a stop loss like the blog post said, none of the improved strategies include a stop loss. What am I doing wrong?
Ok, I think I found the problem. The article shows to set the Improver’s parts to improve “Exit Rules” to “Replace”. But that doesn’t seem to actually work. My guess is because there was no exit rule in the first place (always in the market) it doesn’t know what to replace. If you set it to “Add” or “Add or Replace” it seems to work.
SQX support folks, I would consider this a bug.
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