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Backtesting - Portfolio Simulator - Maximum open trades

Scheduled Pinned Locked Moved Ask Definedge Team (Subject related)
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  • V Offline
    V Offline
    Vivek Jain
    wrote on last edited by
    #1

    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

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  • V Offline
    V Offline
    Vivek Jain
    wrote on last edited by
    #2

    hi Team any update on the above query?

    regards

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