I would like to change the MaxOpenPositions variable each day based on the some indicators. I've tried but it seems that this value has to stay fixed for the backtest. Is this correct?
An idea would be to open more positions when the VIX is high and less when the VIX is low. This would help since most likely fewer stocks will get triggered (i'm buying on limit down from the open) and will allow me to utilize my money over the fewer stocks. Thanks, Mark
