Limit Investment Percentage In Back-Test, AutoTester
Allow back-testing to limit the portfolio amount to be invested. This would be useful for users of AutoTester, as well as those who execute tests manually.
For example: "During Confirmed Up, I want to ramp up to 100% invested. During Confirmed Down, I still want to buy long (?from a short ETFs list?), but only maintain positions up to 50% invested."
There are currently these two mutually exclusive choices:
( ) Invest all buying power
(O) Invest average portfolio value
I am suggesting a cap, by which these two are constrained:
Limit overall portfolio exposure to [______] %
If I put 80%, I am indicating that I want to maintain 20% cash, during some portion of the test.