I am backtesting an eod portfolio of stocks. I have set position size to
10% of equity. I am allowing position shrinking. Is there a way outside CBT
to set the minimum position value as a percentage of positions size? For
example if position size is 10% of portfolio equity, I like the minimum
position size to be 5% of portfolio equity. I played around with
SetOption("PosMinValue", value) but couldn't come up with a solution. TIA