PortfolioEntriesPriority: Difference between revisions
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Assigns a priority to each entry order within a portfolio. | 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. | 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. | ||
If PortfolioEntriesPriority is not specified, the entries will be executed according to the order the symbols are listed in the symbol grid of the Portfolio Backtester. | If PortfolioEntriesPriority is not specified, the entries will be executed according to the order the symbols are listed in the symbol grid of the Portfolio Backtester. | ||
== Usage == | |||
<syntaxhighlight>PortfolioEntriesPriority=Priority</syntaxhighlight> | <syntaxhighlight>PortfolioEntriesPriority = Priority</syntaxhighlight> | ||
Where: | Where: | ||
:'''Priority''' - a numerical expression specifying the entry order execution priority; a greater value indicates a higher priority. | |||
== Notes == | |||
This function can only be used in signals intended to be used with the Portfolio Backtester. | This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | ||
== Example == | |||
Assign higher execution priority to entry orders for symbols with lower share prices: | Assign higher execution priority to entry orders for symbols with lower share prices: | ||
<syntaxhighlight>PortfolioEntriesPriority=(-Close);</syntaxhighlight> | <syntaxhighlight>PortfolioEntriesPriority = (-Close);</syntaxhighlight> | ||
[[Category:Portfolio Strategy Properties]] | [[Category:Portfolio Strategy Properties]] |