If your weighting does not involve reference to the other contenders, then just use PositionScore. The default backtester will do the rest.
e.g. PositionScore = RSI(); Mike --- In [email protected], Pete Mc Evoy <peter_mce...@...> wrote: > > is there an easy way to iterate over all the trades i want to place on a > particular day and assign a weighting rather than managing at the individual > signal level. i want to apply a filter at the aggregate rather than > individual level. do i need to write my own custom backtest? >
