The ranking properties can be accessed from anywhere in the system where an instrument is accessible. If you set the rank in the portfolio manager, you can access that rank in the entry script.

 

The longRank, shortRank, longGroupRank, and shortGroupRank properties are based off the longRankingValue and the ShortRanking Value. The way these get calculated is when the RankingValue is set in the Rank Instruments script, the instruments are then sorted, and then the Rank properties are available in the Filter Porfolio script. If the RankingValue is set anywhere else in the system, the new Rank will not be available until the Portfolio Manager runs again for the next day.

 

Function Name:

Description:

longRankingValue

The value used to rank the instrument for long trades.

shortRankingValue

The value used to rank the instrument for short trades.

longRank

The rank when sorted by long ranking value.

shortRank

The rank when sorted by short ranking value.

longGroupRank

The rank of the instrument within its group when sorted by long ranking value.

shortGroupRank

The rank of the instrument within its group when sorted by short ranking value.

 

Links:

Ranking Functions

See Also:

 

 


Edit Time: 9/25/2017 09:09:58 AM


Topic ID#: 485

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