From 8047cb4a0ec9a2fdbc1af9e5effe8d5e35ca58f1 Mon Sep 17 00:00:00 2001
From: sheriff4000 <sheriff4000@gmail.com>
Date: Tue, 11 Jun 2024 00:58:31 +0100
Subject: [PATCH] orthomads

---
 src/Backtest/strategies/FALM.jl | 1 +
 1 file changed, 1 insertion(+)

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)