In a portfolio-level MetaStrategy, it’s common for multiple child strategies to trigger entry signals at the same time. When that happens, total exposure can exceed the available equity. While WealthLab already allows signal weighting within a single strategy, there’s currently no built-in way to prioritize signals from one child strategy over another inside a MetaStrategy.
It would be extremely useful if the MetaStrategy settings allowed an optional priority ranking for child strategies. Higher-ranked strategies would have their entry signals considered first whenever equity or exposure limits are hit, ensuring that the most important systems get capital allocation before others.
This would give users finer control over capital deployment, especially in portfolios with many systems running in parallel.
It would be extremely useful if the MetaStrategy settings allowed an optional priority ranking for child strategies. Higher-ranked strategies would have their entry signals considered first whenever equity or exposure limits are hit, ensuring that the most important systems get capital allocation before others.
This would give users finer control over capital deployment, especially in portfolios with many systems running in parallel.
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I like the idea!
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