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Condition
cross_sectional_percentileentrygate
Cross-sectional percentile of source in [0.0, 1.0] across portfolio siblings on current bar. Semantic alias for rank with explicit percentile interpretation. Requires universe/portfolio.
Category
Cross-sectional
Discriminator
type = "cross_sectional_percentile"
Roles
entry, gate
Required fields
FieldTypeDescription
opreqenum: >, >=, <, <=, between, ==, !=-sourcereqoneOf (31 variants)Per-sleeve scalar whose cross-sectional percentile rank is computed against portfolio siblings on the current bar. E.g. {'type': 'indicator', 'indicator': 'roc', 'period': 20}.valuereqnumberThreshold percentile in [0.0, 1.0]. 0.9 = top decile, 0.1 = bottom decile, 0.5 = median.Optional fields
FieldTypeDescription
typestring-