Totalpositions = 5; setBacktestMode( backtestRotational ); SetOption("MaxOpenPositions",5); SetOption("WorstRankHeld",5); SetTradeDelays(1,1,0,0); PositionScore = 1000 + ROC( Close, 252 ); PositionSize = -100/Totalpositions; Filter = 1; AddColumn(PositionScore,"PositionScore");