In a rotational backtest, is there a way to exclude a symbol from all of the others, based on criteria - such as below:
SetBacktestMode(backtestRotational);
mn = Month();
monthendflag = mn != Ref(mn,-1);
MAelim = 200;
mafilt= C>=MA(C, MAelim);
// HOW ELIMINATE THE SYMBOL HERE BASED ON MAFILT?
PositionScore = IIf(monthendflag, ROC(C,250), scorenoRotate);