Any-examples-of-Rotation-strategies-with-dynamic-sizing

I have a simple ROC strategy that I created in RealTest. It uses Dynamic Sizing instead of standard close-and-open techniques. This just means that instead of generating raw orders each time it rebalances, it dynamically generates positions sizes and orders based on the current positions sizing.

Example:

After close on Friday, the strategy updates data and runs a backtest/order generations. Let's say we currently have two positions: 100 AAPL and 100 NVDA. The new backtest generates an order for 50 AAPL and 150 for NVDA. Then it checks the current positions in the trade list and determines that it needs to sell 50 AAPL (to get down to 50) and buy 50 NVDA (to get up to 150).

The strategy is tested against all the constituents in the NASDAQ 100.

In RealTest (and it seems in WL8 too), historical constituent data is taken care of for more accurate/non-biased backtests. So, I know I don't have to worry about that part. Just how to implement it.

I guess I am really just trying to make sure that this kind of trade system can be coded in WL8 and whether or not there are some examples out in the wild of this.