MIP 37 considers Market Trend Filter in Momentify for Rebalancing?

[vandana joshi-1769857406865]

Hi team,

I observed that while backtesting on Rzone, if we don't select Market Trend Filter manually, it is somehow not considering it while simulating even if it is selected in the momentify strategy which I try to simulate. If i save it manually, it considers and gives a different result. Wanted to know where is the bug? Is it in linkage to the Rzone and only simulation is being affected or it also affects the rebalancing and basket creation in Momentify. If it is also affecting rebalancing and basket creation, please rectify the same. @Definedge @@Definedge-Experts

[bbrijesh]

@Vandana Joshi Can you plz DM your client code. Our team will connect with you over a call.