In a rotational trading system is there a way to cut position sizes down if a certain condition is true. A simple example can you cut the position size in half if the market is under its 50 day moving average? I tried using an iif statement but couldn't get it to work.
Also, I have been searching the archives for a post that described how to combine the signals of different systems into one then back test that as a single portfolio. If anyone remembers the thread name or has that thread marked I would love to review that information. Thanks DM
