[amibroker] Is it possible to limit the number of candidate stocks during a backtest?

["polomorabe" <paul.moore@xxxxxxxxxx>]

Hello, All.

I have a question about backtesting. The backtest strategy I use
limits the maximum number of stocks in the model portfolio at any
given time to 10 (MaxOpenPositions), and the entire portfolio is
cycled about once per week, as old stocks are stopped out, and
replaced with new stocks. 

However, when I scan for stocks based on the same strategy, sometimes
up to 100 stock candidate stocks can be thrown up by the scan. If I
already have nine stocks in my portfolio, then at most one can be
bought. But which one? It is impossible to place a limit buy order for
all the stocks on my list with my broker, in order to fill the one
vacant position in my portfolio. I rank the stock candidates by RSI.
However, it is impossible to predict which stock will actually be bought. 

For this reason, I was wondering if is it possible to limit the number
of candidate stocks during a backtest run, for example to eight, and
to only allow stocks to be selected during the backtest from this list? 

Many thanks,
Paul



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