Topic: How to "refresh" a Portfolio Expert?
Let's say I have a Portfolio Expert with 100 strategies, and 6 months from now I would like to "refresh" it by using a new Data Horizon that includes the most recent data (e.g. from the last 6 months). How would I go about refreshing or re-optimizing those 100 strategies?
Do I have to re-optimize each strategy, one-by-one? And even if I did, then sometimes multiple copies of the same strategy replace other strategies with worse statistics -- that is, I end up with 90 unique strategies plus 10 variations of a single strategy with slightly different parameters.
There is a CheckBox that controls whether or not a re-optimized strategy is added to the Collection -- so, I can leave that unchecked. But then, suppose I do want a re-optimized strategy to replace the original one. How would I do that?
It seems like EA Studio would benefit from having an option that allows you to simply change the Data Horizon and then re-optimize just the settings of the strategies that currently exist in the Collection.