I am backtesting an eod portfolio of stocks. I have
set position size to 10% of equity. I am allowing position shrinking. Is there
a way outside CBT to set the minimum position value as a percentage of positions
size? For example if position size is 10% of portfolio equity, I like the minimum
position size to be 5% of portfolio equity. I played around with SetOption(“PosMinValue”,
value) but couldn’t come up with a solution. TIA