I am testing a multi-instrument strategy using the Strategy Analyzer and experiencing some odd behavior.
The primary bars object is the instrument I wish to trade (ES), and the secondary object is used to identify entries (^VIX).
When I run a simple backtest using the strategy analyzer, it works as expected and trades are made in ES, but when I switch to optimization and run the optimizer, it tries to trade on the secondary bars object (^VIX in this case) and hence the results are garbage.
Thanks!
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