I am receiving an error when I try to execute the attached set of code. I am wondering if the subroutine that i want to optimize is too large. I noticed the option of working with SAS statements through the submit statement. Most of my optimization subroutine is done with SAS statements, through the use of submit and endsubmit. I usually don't receive errors like the one shown in the log when running an optimization subroutine.optimi
Log file with error.log.zip
In-sample Optimal Momentum with Relative Strength Strategy.sas.zip
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