Is it possible to filter the signals, even in backtestRotational mode? Say, you provide a PositionScore which will rank your entries, then you limit the entries to a MAX value ... still you would also like to vary the ranking for each day (say of daily bars for a basket). Something like a switch-off trigger, or an on/off layer on top of the existing "always in" backtestRotational mode?
In the normal backtestRegular mode, one can limit the number of long/short open positions, still is there a ranking functionality possible across generated entries? (I mean, an elegant way, other than going through the for loop for all instruments)