Hi, I'm trying to add function to my strategy to close all the positions on a certain day of the week and open new positions according to the rules. However when I added
to the Sell rules I'm getting bakctest results that differ from Explorer suggestion.
I think this is as all the tickers get Sell signal for the day of the week and some tickers get buy signal as well which collide. I use position score and score generated via Explorer does not match picks of the backtester. When I remove DayOfWeek backtester pickup correct tickers all the time. How can I introduce this rebalance without damaging Backtester's performace?