Hi, I have a reversal system I have coded into AB where I know at times it gives more triggers than I can have equity to enter orders in the next day. My entry is based on limit orders away from today's price so I don't know which ones will actually be entered before hand. I may get say 10 triggers, but only want to enter 6 orders to manage risk, of which all, any or none may get filled.
I am looking for help as to how to code to rank the triggers, since ranking the trades using positionscore is after the fact. eg the basic structure of the code is: Trigger = (ref(C,-3) - C) > 2*atr(5); // example only Buy = ref(Trigger,-1) and L < ref(L - 1*atr(5),-1); BuyPrice = min(Open, ref(L-1*atr(5),-1)); //include gaps Any help is appreciated, Regards, David
