I developed a strategy with the genetic evolver on a basket of ETFs that gave great results...however if I run the backtest on it, it gives me different results each time, all still good, but some not as good as others. I'm not sure what is going on.
Please check the faq or search the forum for nsf. in a nutshell this is expected behavior when a strategy tries to open more positions than available equity.
Just to add, the FAQ is shown when you click on "Support" in the header.
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