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Thks very much... I tried that... but i doesn t work, because (I think) in portfolio backtesting the backtester takes one share by share and applys the rules. That means that with your formula the backtester takes the first stock from the portfolio and tests if buy and sell rule is true... if it is then it buys...
But the backtester should look for all buy rules for all stocks at a bar, take the best stock due to positionscore and go long...
the same thing the backtester should do with the short signals...
Then the final rule should come in: that only long or short is enterd when both for the portfolio is true...
perhaps there must be another way... with low level programming?
After my opinion we ve overseen something... it couldnt be that hard to program?
best regards... if you see another way let me know... lg
Felix Brändli
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