I have similar issues and can find no easy way to do this or to in general control maxopenpositions without getting heavy into CBT. I am thinking of controling with JavaScript which I am now learning. Here is my thought: (1) Run an exploration on an afl that counts the number of stocks available; (2) write this or in your case the 10% number, say rounded down to 5, to a created afl that defines maxopenpositions; (3) run a rotational backtest on another afl that has an include statement to pull in the afl that defines maxopenpositions. This would run with one JavaScript rurun. I am not even close to doing this yet, but is my thought. I am hoping that someone else has an easier way. Good luck.
--- In [email protected], "droskill" <drosk...@...> wrote: > > Question for the group - I know how to buy up to a specific number of > positions, but how can I make the rotational trade the top 10% of positions > without regard to a specific number of stocks? > > Any help greatly appreciated, > > Damian >
