Great question jmlocatelli!
As is, the code assigns an equal share of funds to each asset bought.
You have the option to use assetWeight[assetSorted[i]]/totalSlope instead of just dividing by enterNum to calculate the Lot amount.
That would assign funds to each asset bought proportional to its momentum value in comparison with other bought assets.


Edited by Hredot (11/24/17 05:21)