I am now trying to create an equal weighted portfolio using quantstrat which will rebalance at the month end. Instead of using fixed quantities, I need to have the latest portfolio value reallocated to each constituents equally. May I know how can I achieve this in the add.rule? In other words, how can I draw the most updated portfolio value in each rebalancing?
To be clear, I will generate a list of 10 stocks each month end and what I want is to equally allocate the latest portfolio amount equally to the 10 stocks repeatedly each month end.