Backtest Information – Fill Postitons When Exess Companies are Returned

Optuma Forums Optuma General Discussion Backtest Information – Fill Postitons When Exess Companies are Returned

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    AvatarEvan
    • Topics: 5
    • Replies: 6
    • Posts: 11

    I have a strategy that I have backtested which has the “Max Positions” value set to 15. If at a point I have say 13 positions filled does anyone know what criteria the backtest engine uses to fill the vacant 2 positions from the entry criteria scan which returns greater than 2 candidates?

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