Assigns a priority to each entry order within a portfolio.
If execution of all entries generated for a portfolio would cause the capital limits to be exceeded, the entries with the highest priority will receive preference, while the entries with the lowest priority will not be executed.
PortfolioEntriesPriority = Priority
- Priority - a numerical expression specifying the entry order execution priority; a greater value indicates a higher priority.
- This function can only be used in signals intended to be used with the Portfolio Backtester.
Assign higher execution priority to entry orders for symbols with lower share prices:
PortfolioEntriesPriority = (-Close);