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

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