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I think you might need to use the mid-level custom backtester
interface for this. At each bar, count the first ten signals then set
the position size to zero for all others.
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, "hoho10015" <hoho10015@xxx> wrote:
>
> Hi all
>
> I was wondering if it is possible to rank Positionscore in the
> portfolio backtester. I only want my system to consider the top ten
> candidates based on position score each day and discard the rest. Thanks
>
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