SetOption("MaxOpenPositions", 100 ); // to have report for top 100 symbols
PositionSize = -0.1; // small enough so position sizing
RoundLotSize = 0; // do not do any round lot sizing
Buy=1; // buy on last bar
Sell = 0;
Now run backtest on the VERY LAST BAR (Set range to N = 1 ) and you will get list of top 100 symbols according to your methodology.
Did anyone get this to produce a ranked output?
I tried various indicators for the positionscore.....no useful output with a large watchlist as input.
I added a column to display the PS and ran it as an exploration with a filter of 1, PS appears to be normal.
I also tried positionsize and roundlotsize with some normal values and the code would make a trade or two.
As far as I can tell this code snippet does not work to create a ranking.
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