SetOption("UseCustomBacktestProc", True ); 
IncludeTopN = 1; // how many top positions to exclude 

if( Status("action") == actionPortfolio ) 
{ 
    // retrieve the interface to portfolio backtester 
    bo = GetBacktesterObject(); 
    bo.PreProcess(); 
    for( bar = 0; bar < BarCount; bar++ ) 
    { 
     
         Cnt = 0; 
         // this for loop iterates through all trade signals and adjust pos size 
         for( sig = bo.GetFirstSignal( bar ); sig; sig = bo.GetNextSignal( bar ) ) 
         { 
            if( Cnt >= IncludeTopN ) sig.Price = -1; // setting price to -1 excludes given signal from entry 
                   
           if( IsNull( bo.FindOpenPos(sig.Symbol) ) ) 
           Cnt++; 
         } 
         
         bo.ProcessTradeSignals( bar ); 
     } 
    bo.PostProcess(); 

} 

SetBacktestMode( backtestRegularRaw ); 
SetOption("MaxOpenPositions", 240 );
SetOption( "InitialEquity",  240000);	

volumefilter = v>100000 AND O>1;
delisting = GetFnData("DelistingDate");
Cond = IIf( IsNull(delisting), 1, DateTime() < delisting);
m = Month();

Buy = m != Ref(m,-1) AND cond AND volumefilter;

exitLastBar = datetime() >= GetFnData("DelistingDate");
bi = BarIndex();
lastBar = bi == LastValue( bi );
Sell = exitlastbar OR lastbar; 

fixeddollaramount = 1000; 
PositionSize = fixeddollaramount; 
PositionScore= 1/RSI(14);