Instead of Buying and Selling, scaling in and scaling out

Hi I have a strategy that has simple buy and sell conditions that trade SPY on the long side and a bond fund like IEF as an "out of the market" alternative. I do this via the following code that was provided by TJ and Marcin running on a watchlist that contains SPY and IEF



However, now I'm wondering if I might see better risk/reward metrics if instead of going 100% from SPY to IEF, I go 90%/10% or 80%/20%, so I could adjust the buy condition to say being just buy=datenum()=991231 and sell=datenum()=1190520, but can anyone help me figure out how to have say a 90% SPY 10% IEF weighting during the opening trade periods, and a 90% IEF 10% SPY weighting during closing trade periods?
I've read the user manual and many formula examples using sigscalein/sigscaleout, however I still can't seem to figure it out.
I'd greatly appreciate any help.
Thank you
Tony R

You don't need scaling. You just need to add SetPositionSize to your code

so position is opened with less than 100% of funds.