PortfolioEntriesPriority

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);