Working with regular back test mode is there anyway to get the Rank value generated by PositionScore for a symbol? What to use it as a trade exit criteria in regular back test mode similar to the way WorstRankHeld is used in rotational back testing.
I realize you can duplicate the ranking using static variables in a loop when the first symbol is being processed, or by using static variables and running a scan first.
But both of those solutions become problematic when doing optimization on the variables used to create a ranking because of the extra looping code in the first approach slows things down considerably, and running a scan doesn't work when doing optimizations because there is no way to initiate a new scan each time the optimized variables are changed.