Topic: Strategies disappear if shortening data horizon and recalculating
Hi Mr. Popov,
I´ve uploaded a video here https://youtu.be/mLAHVDI5VbE which shows an issue that I´ve been facing for a long time and never reported. In this example, I am starting with a collection of 103 strategies, calculated on 35 years of data. Once I shorten the data horizon and recalculate them, 23 of them disappear, although I´ve disabled all correlation checks everywhere in EA Studio. Why is that? The strategies also clearly have a net profit > 0 on the new data horizon, so that the "net profit > 0" filter also can´t be the reason.
Thank you for looking into this :-)