I think you might need to use the mid-level custom backtester interface for this. At each bar, count the first ten signals then set the position size to zero for all others.
Regards, GP --- In [email protected], "hoho10015" <[EMAIL PROTECTED]> wrote: > > Hi all > > I was wondering if it is possible to rank Positionscore in the > portfolio backtester. I only want my system to consider the top ten > candidates based on position score each day and discard the rest. Thanks >
