Understanding Portfolio Backtesting: Difference between revisions
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This process is illustrated in the Symbol Prioritization section of the diagram: the resulting sequence of order sets begins with the order set for the symbol 1, followed by the order set for symbol N, and ends with the order set for symbol 2. | This process is illustrated in the Symbol Prioritization section of the diagram: the resulting sequence of order sets begins with the order set for the symbol 1, followed by the order set for symbol N, and ends with the order set for symbol 2. | ||
The position of a set of orders in the sequence determines its relative priority: the set of orders for symbol 1 has the highest priority (3), set of orders for symbol N has the second highest priority (2), and the set of orders for symbol 2 has the least priority ( | The position of a set of orders in the sequence determines its relative priority: the set of orders for symbol 1 has the highest priority (3), set of orders for symbol N has the second highest priority (2), and the set of orders for symbol 2 has the least priority (1). | ||
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