I'm trying to backtest a system using "MaxOpenPositions". However, I want a
day between the sale of a stock and the purchase of a new one. For example
say, I have MaxOpenPositions set to 5; Yesterday I had 5 open positions. Today
I sell one position. I want AB to wait at least until tomorrow before buying a
new position to replace the one I sold.
Any way to do this?
Thanks. -- Keith