Backtesting - Portfolio Simulator - Maximum open trades
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hi Team,
Had a query on the Portfolio Simulator option in backtesting. If I specify the condition of maximum open trades then how does the simulator filter out the maximum number of positions. So if 10 instruments qualify the criteria but maximum positions is specified as 5 then how are those 5 decided at the time of rebalance.
regards,
Vivek -
hi Team any update on the above query?
regards
