I am doing a rotational strategy with the following settings:
- a score that identifies best trades
- a confirmation (should be used on entry only) that will change score to 0 if it's not true.
I am using the following line to check for the confirmation:
PositionScore = IIf(confirmation, PositionScore,0);
But when the confirmation is False anytime it exists the trade, is there any way that I can force the backtester to consider that line of code only at entry of a position ?
I tried using ScoreNoRotate but found it freezing the whole rotation as mentioned in the documentation.