I recently upgraded to the latest NT-Version and Backtest "Optimization" doesn't seem to run as expected anymore.
I often use booleans like "TradeShort" and "TradeLong" to allow activation of (non-overlapping) trades in the respective direction. This (still) works like a charm in "Standard" Backtesting.
However, when using Backtest Optimization, I get trades for both(!) directions even if the bool for one direction is set to false. I never observed this behaviour in earlier versions.
Can you please check if you get the same error?
Thx.
Kind regards
NT-Roland
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