How-to-limit-signals-sent-to-C2

Since a strategy can't access a broker's account value (unless you build that link) you can't automate this completely for an EOD Market order strategy. If you were trading intraday, and assuming you're using finantic's C2 broker adapter, you could take advantage of Thresholds in Preferences > Trading by enabling the Account Cash Below item.

But that won't help with an EOD Market Order strategy since these orders need to be placed prior to the open and won't actually reduce the account's cash until the orders are filled. So, you have to make the order fill estimate, choosing the orders by some sort of priority/weight until the cash estimate is exhausted.

There's still no way of getting around knowing the cash value of the account, which the strategy can't access directly (at least not yet, there's a Feature Request for that). So you need to tell the strategy what it is. For now, you can edit it in the code below each day, or read it from a file, etc.)

The solution.
Add this method to your strategy. It takes the account cash available, adds the exit value total estimate to it, sorts new entries by weight, and eliminates entry signals that would result in a negative cash balance. For reference, the Debug Log will show all the signals before pruning.

CODE:
/* IMPORTANT: Add  using System.Linq;  */
        public override void BacktestComplete()
        {
            double cashAvailable = 25000;   // change this to account cash
         
         WriteToDebugLog("True Signal Count = " + Backtester.Orders.Count.ToString(), false);
         foreach (Transaction t in Backtester.Orders)
         {
            double tradevalue = t.Bars.LastValue * t.Quantity;
            string signal = String.Format("{0,-6}{1,-6}{2,-8}{3,-8:N4}{4:10}", t.TransactionType, t.Quantity, t.Bars.Symbol, t.Weight, tradevalue.ToString("$0,0"));
            WriteToDebugLog(signal, false);
         }

         //exit orders - add trade estimate value to cash      
         cashAvailable += Backtester.Orders.Where(x => x.IsExit).Sum(y => y.Quantity * y.Bars.LastValue);
         WriteToDebugLog("", false);
         WriteToDebugLog("Cash Available with exits: " + cashAvailable.ToString("$0,0"), false);

         //sort and remove excess buys that exceed cash
         List<Transaction> buys = Backtester.Orders.Where(x => x.IsEntry).OrderBy(w => w.Weight).ToList();
         for (int n = buys.Count - 1; n >= 0; n--)
         {
            Transaction t = buys[n];            
            double tradevalue = t.Bars.LastValue * t.Quantity;
            cashAvailable -= tradevalue;
            if (cashAvailable < 0)
               Backtester.Orders.Remove(t);
         }
        }