I would like to understand how works signals priority in WealthSignal ? Today, I had 4 signals in my strategy. 2 for sell at market and 2 for buy at market. Normally, if the sell order are executed firstly, the buy signals would be possible. But I see that 1 of my buy order was rejected during the sesson.

Can you help me to understand ?

Your Buy CA order has failed due to insufficient cash. Signals are sorted by order type before market open. Market orders are assigned the highest priority, then go Sell/Cover orders and finally Buy/Short orders. In other words exit does have higher priority. However, WealthSignals executes orders as real-time ticks come in, using their exact order of appearance in real-life data. In high exposure situations this can and will affect entry orders. You might want to check out this discussion, especially my post #31 at the closure:

Trend-Checker » General Discussions » GS and PYPL failed

Ok. It is clear. Is there a way to adapt my current script to do not generate a signal if there is not enough cash in the portfolio at the time that the alert is generated to take a new position ? Except if I wrong, there is no build-in Possizer with this logic, right ?

How about tweaking up your position sizing so as to have a leeway? For example, if trading 5 stocks don't set the percent equity to 20% or higher; let it rather be 15% or lower. Using Position Options > Skipped trade solution or slightly bumping up Margin Factor can help.

Thank you !

To any former, existing or potential WealthSignals authors out there. The inconvenience caused by the market order execution priority will be fixed soon. Exit orders will have the priority over entry orders, reclaiming cash necessary to execute the buy/short signals. Look forward to announcements.