1) run the attached strategy in BackTestType=Optimization (either Default or Genetic), with a range for period (say 1 to 10).
2) Observe Output. I get something like this:
State.SetDefaults. iter=1
State.Terminated
State.Terminated
State.SetDefaults. iter=1
State.Configure. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.Configure. iter=1
State.Configure. iter=1
State.Configure. iter=1
State.Configure. iter=1
State.Configure. iter=1
State.Configure. iter=1
State.Configure. iter=1
State.DataLoaded
State.DataLoaded
State.DataLoaded
State.DataLoaded
State.DataLoaded
State.DataLoaded
State.Configure. iter=1
State.Historical
State.Historical
State.Historical
State.DataLoaded
State.Historical
State.Historical
State.DataLoaded
State.Configure. iter=1
State.DataLoaded
State.Historical
State.Historical
State.Configure. iter=1
State.DataLoaded
State.Historical
State.Historical
State.Historical
State.Terminated
State.Terminated
State.Terminated
State.Terminated
State.Terminated
State.Terminated
State.Terminated
State.Terminated
State.SetDefaults. iter=1
State.Terminated
State.Terminated
State.Terminated
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.SetDefaults. iter=1
State.Terminated
State.Terminated
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