I want to limit my buying, in backtesting, to stocks with 'sufficient' liquidity. So, maybe something like this:
maxpositions = 25; days = 10; K = 1000; mybuy = <some code here>; buy = mybuy AND MA(Close * Volume, days) > K * TodaysEquity/maxpositions; But, how do I get TodaysEquity? Or is there another approach all together? -- Keith
