upon more testing, I am getting different OptF values in the .fac file and the performance report (after testing). Shouldn't they be the same? Printf of OptimalF in Test shows 0.00.
I even set(ALLCYCLES).
Any further thoughts? Thanks.
from .fac
AAPL:SellPut .000 2.98 9/3 100.0
AAPL:SellPut:L .000 ---- 0/0 0.0
AAPL:SellPut:S .000 2.98 9/3 100.0
from performance report
Portfolio analysis OptF ProF Win/Loss Wgt% Cycles
AAPL:SellPut .199 2.98 9/3 100.0 /.//./\
AAPL:SellPut:L .000 ---- 0/0 0.0 ........
AAPL:SellPut:S .199 2.98 9/3 100.0 /.//./\