yes, remove the Setupscore from base template and add it in each strat.
The code you have will enter MaxPositions (numpos) in both strategies if you didn’t know. use
MaxPositions: NumPos – Combined(S.Positions ) if you want total positionsin both the = numpos
Not the entries but the setups. I (think) am happy sending say 30 orders with max entries of 20. So there is still a degree of selection bias but restricting the setups would help with variation in tests i think. Does that make sense
I want more trades. One of the issues I have had with the MOC CBT code is that it was limited to the number of setups (orders) == positions, I probably should have tried harder to change it but I didn’t get around to it! I know that removes all the selection bias but I just struggled to limit my possible entries. I would rather have the API do its work I think, with his program it is easy to set the maximum setups to say 40 and entries to 20. So if there is 500 possible entries for the day you will rank the top 40 and place them into the market.
I’ve coded up some test MR/ MOC systems on it and i think it’s great. [strike]Simple[/strike] relatively simple yet very powerful. Happy to discuss and looking fwd to it!