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Suppose you have a simple traidng system like
Buy=Cross(MA(C,5),MA(C,20));
Sell=Cross(MA(C,20),MA(C,5));
How does the system know what stocks to trade if the portfolio
backtester is being used and you have a finite amount of money to
trade? There could literally be a hundred stocks to select from or
more if the market is really active to the upside on a given day.
I think I asked this question before and the answer was something
simple like alphabetical order.
If it is alphabetical order suppose I don't want that? What if I'd
like to select trades based on something like RSI+ROC(C,250)+Close
or some other arbitrary score?
Is there some way that I can get the trading simulator to do this?
I'm not exactly talking about Rotational Trading, but sorting the
stocks into a hierarchy to select trades.
Thanks,
-ace
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