I am backtesting a strategy on a list of 100 stocks and max open position is defined as 1. If there are simultaneous buy signals on a particular bar, which stock will be chosen? Is it alphabetical ? Will be grateful for guidance
I am backtesting a strategy on a list of 100 stocks and max open position is defined as 1. If there are simultaneous buy signals on a particular bar, which stock will be chosen? Is it alphabetical ? Will be grateful for guidance