Back to builder reference
Condition
rankentrygate
Cross-sectional rank of source in [0.0, 1.0] across portfolio siblings on current bar (lowest=0, highest=1). Requires universe/portfolio with 2+ symbols.
Category
Cross-sectional
Discriminator
type = "rank"
Roles
entry, gate
Required fields
FieldTypeDescription
opreqenum: >, >=, <, <=, between, ==, !=-sourcereqoneOf (31 variants)Per-sleeve scalar to rank across portfolio siblings on the current bar. Typically an indicator or price ref, e.g. {'type': 'indicator', 'indicator': 'rsi', 'period': 14} or {'type': 'price', 'field': 'close'}. Any SignalRefValue is accepted.valuereqnumberThreshold to compare the rank against. Rank is in [0.0, 1.0]; use 0.66 for top tercile, 0.9 for top decile, 0.5 for the median.Optional fields
FieldTypeDescription
typestring-