diff --git a/src/Backtest/strategies/FALM.jl b/src/Backtest/strategies/FALM.jl index a8de023..f584e1a 100644 --- a/src/Backtest/strategies/FALM.jl +++ b/src/Backtest/strategies/FALM.jl @@ -292,6 +292,7 @@ function compute_portfolio!(context::ContextTypeA; data=DataFrame()) objective=obj, granularity=[0.001 for _ in context.extra.tickers], initial_point=init_point, + poll=OrthoMADS(), ) AddExtremeConstraint(weights_problem, max_alloc)