Dingo,
I have a program that does exactly what you ask.

The project started a while back and been refining it.
There are major issues with the markets if one thinks they can "trick" it by eliminating favorites, next 3, 4 or whatever.
The question on price reduction makes no difference either. It will, and can pay well under the prices one may choose to quote.

If, let's say you had a module selection system, meaning, Module A does selections as you mention, like I have, the module will be thrown away.
So Module B selection system would be re-created, and tested.

Module A is still on test using your similar method
20050105 18:26:53 --> BalanceA : 5580.20

today/now, the same parameters:
20050106 21:34:53 --> BalanceA : 282.10

This is leaving out the fav, next 3, 4, it don't matter.
It loses.

I can run a test, just let me know what parameters you want, and let it runa few days.
Starting balance would be best at 7500.00
There is no database to back test, it's set, and let run.