TonyJ
 Regular
  Posts: 59
Joined: 12/11/2003
Location: Marietta, GA
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I am looking to order trades based on their liquidity when running a backtest in the Portfolio Simulation.
I understand that I can create a filter for minimum liquidity requirements but I'd like to order the trades so that the highest liquidity stocks are selected.
Can anyone think of a way to accomplish that?
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