Mike, I came across your code recently and appreciate the effort to try to solve the "limit order" problem that Tomasz et al. do not seem to understand.
I've implemented your code and have begun to test with my model and I'm struggling to reconcile the results from explorations to the backtest results - in particular position scores outside of the top 10 during an exploration that show up in the backtest. Any insight would be greatly appreciated. Thanks, Matt
