My portfolio trading system (1-min data) generates multiple signals during the first few minutes of the day, i.e., between 9:30-9:35. I want to open new positions all at the same time, at 9:35 AM, i.e., delay all entries until 9:35AM, so that I can use Real-Time Position Scoring. And, this is the challenge, I do not want to trade any days with less than 5 signals.
How do I make the Portfolio Backtester only trade days with at least 5 signals and skip days which have less than 5 signals during the first 5 minutes? I am looking for a simple, non-CBT, solution. TIA for any ideas you may have! herman
