I'm playing around with a symbol rotation strategy; I started by modifying the Dogs of the Dow that comes with WL. If I put the following statement before the main loop which goes through the bars:

PrintDebug("Running Execute loop for " + Bars.Symbol);

I can see that the loop is going to be run for each symbol. This doesn't make sense, right, because in a symbol rotation strategy you need to calculate the logic for all symbols in each loop. This means if I am running on the NDX for example, the strategy is being run unnecessarily 99 times. Am I understanding what is happening correctly?

That is because symbol rotation strategies should be run in single symbol mode only (i.e. click the individual symbol), not as an MSB (i.e. "Backtest on all symbols..."). This way they won't unnecesarily run for DataSet.Count times.

Thanks! Sorry if I missed that in the docs, everything seems to be working fine now.