I would like to write a strategy which re-optimizes itself every N days. I've already written an optimizer, which works well, but rather than simulating the trades myself it would be much easier and probably more accurate to use the built-in NJ routines.
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Possible to instantiate optimizer from within strategy?
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Possible to instantiate optimizer from within strategy?
Is it possible to instantiate an optimizer from within a strategy, and access RunIteration() etc?
I would like to write a strategy which re-optimizes itself every N days. I've already written an optimizer, which works well, but rather than simulating the trades myself it would be much easier and probably more accurate to use the built-in NJ routines.Tags: None
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