Difference between revisions of "PortfolioEntriesPriority"
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==== Example ==== | ==== Example ==== | ||
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[[Category:Portfolio Strategy Properties]] | [[Category:Portfolio Strategy Properties]] | ||
Revision as of 14:45, 26 January 2012
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 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
PortfolioEntriesPriority=Priority
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.
Example
Assign higher execution priority to entry orders for symbols with lower share prices:
PortfolioEntriesPriority=(-Close);
