HI Michael 

Best feature but correct me if im wrong on the logic here. 

Your universe changes at 12, but you still have the old stocks with open positions, thus they are still a part of the universe. You then call on tradebar and it buys everything in the universe again, which creates an odd loop and the algo seems to not always buy/sell as is in the excel. 

I tried something like 

var percentage = 1m/_backtestSymbolsPerDay[Time.Date].Count;
foreach (var symbol in _backtestSymbolsPerDay[Time.Date])
SetHoldings(symbol, percentage);

It then only sets the holding to the new symbols, rather than the entire active universe. Just something you might want to look at. 

I am trying to figure out a couple things still

A. Can I remove tickers from the universe as well ? My universe keeps growing until it reaches 500 and then stops due to the limit/

B. Now that you dont add every stock seperately, how can I change the transaction model of the universe to a flat fee one ?

Thanks again for the feature already seeing some great results. Also the engine seems to handle missing securities that are not available in your database a lot better now which is a nice added bonus.