I added a bunch of Portfolio() functions to a Universe component with of the idea of adding a second simulation pass.
The Universe component will accept the portfolio functions and produce a list of stocks. However, when the universe is used in a sim, the following error report is provided;
Invalid criteria in Rule 1. Error near ‘Portfolio’: Invalid command ‘Portfolio’
Is this hard a limitation?
BTW, adding Portfolio() to the the sim’s buy rules works, so there is a workaround.