[amibroker] Ranking trade signals before entry day

["David" <david.smith5@xxxxxxxxxxxxxxx>]

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



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