Hi there, I'd appreciate a little help, if someone knows how to do this...
I want to create a regular backtest script, but the twist is that it sells the lowest performing LONG position each month. This means after a stock has been held for 4 weeks it gets included in a monthly comparison with all other open positions and the weakest performer is sold. I know there are some notes in the manual on custom backtesters, but I'd appreciate some fragments of code to get me started on this aim. Anyone? many thanks - Andy
