Present concept is to take a set of stocks at a certain date and see results at the end date. With a tiny capacity to have stops in place. This concept is static.
I suggest to transform from static to dynamic by :
1. adding sorting capacities in unisearch
2. Every day, Backtest system takes the top N stocks (Display top N) of the search (with sort) and assume that this is the population to be present in the BT Portfolio that day.
if one stock is new in list, this is a Long Entry
if one stock was in search at D-1 and disapeared today, that would be a Long Exit
Opening are made for example at Opening price of present day and Closings are also done at the Opening price. If 10 stocks selected per day, every new entry takes 10% of portfolio value of that day.
Sorry for poor english, but I keep at disposition if need be.
User : smartine