I think this is a duplicate request, but I can't find the original.

1. I would like to be able to vary position size based on a rule/rules. For ETF systems, I'd like to be able to test risk parity systems. So...the size of the allocation would be based on trailing X period volatility of the underlying.

I have been doing this in excel.

My initial request here is for ETF and CEF systems. This will allow systems like this:
http://etfprophet.com/permanent-portfolio-trend/

To be backtested and run live.

Best,
Tom