Curt, I think I just went through figuring out how to do what you want in one of my systems. Hope this helps!
PS = put in whatever your PositionScore function is here; PositionScore = IIF(PS > WorstScoreHeld, PS, 0); What this does is use your PositionScore function if PS > WorstScoreHeld otherwise the 0 value for PositionScore means no trade (exit the trade if there is already open position on given symbol) George --- In [email protected], "Curt" <[EMAIL PROTECTED]> wrote: > > Here is another way to think of this. If N is the Maximum positions > held, then imagine having a watchlist with M stocks (M > N) and > N "money market" securities. For each of the N money market > securities, set the PositionScore = WorstScoreHeld. Then, if I had at > least N stocks with a PositionScore > WorstScoreHeld, I would be fully > invested in stocks. If all of my stocks had a PositionScore < > WorstScoreHeld, then I would be fully invested in the money market. > > I don't want to actually inject N money market securities into my > watchlist. But if I did, and I could control the positionScore of the > moneymarket securities, then I would get the result I want. I want to > accomplish the equivalent thing but with just my M stocks in my > watchlist. > > Curt >
