I have coded a multi instrument strategy where I add securities using the add command.
for example,
Add ("UUP", PeriodType.Day,1); // USD (e.g.
Add ("UUPT", PeriodType.Day,1); // USD * 3
I am running into a situation, when using strategy optimize test, where the system works fine with 22 security but becomes unresponsive if I add one more.
I tried debugging it via visual studio but putting breakpoints in the add commands but the message I get is that the system is busy executing external or framework commands.
Need your help.
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