Keyword Description
Provides means for user specified sorting of categorical sets
Class
Expression (SIG code), Function (SIZ code)
Where Legal
Resources |
Entry Logic |
Exit Logic |
Initial Size |
Resize (Pre-Category) |
Resize (Category-Level) |
l |
l |
l |
l |
|
|
Syntax
SORTLIST[n]
Where n is an integer 1-4
Example
Sample code
COL2 = RANKPERCENTILE
SORTLIST[2] = COL2[1] ' later in Initial size operations we'll want to
' consider positions to be sized in the order of their percentile ranking
' (ranking code not shown)
|
To tell Mechanica which of the 4 possible Sort lists your systems should use see SORTLIST manager (under Position Sizing menu) A SortList allows users to define the order in which multiple trades that enter on the open are to be considered for Initial Sizing, SortLists can be user-defined in the SIG code as in the above example. SortLists can contain user-defined criteria that Mechanica will use during initial sizing. If no SORTLIST is specified via a SORTLIST manager menu selection, Mechanica applies its Default SORTLIST to determine the order in which trades are considered. Alphabetical order is the default sort order. |
