Since the optimize.portfolio.rebalancing loops through different dates, the seed for random number generation seems to be changing. This leads to results that cannot be replicated and are inconsistent. Any advice?
I realize one can set seed outside the call to optimize.portfolio.rebalancing, but that does not work because this function recursively calls optimize.portfolio.
Hence a call such as this:
set.seed (1234)
optimize.portfolio.rebalancing (arg1, arg2, ..)
Will not give consistent results.
