Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
Posts: 1,234 since Apr 2013
Thanks: 199 given,
you can take a look at the build in "Portfolio Rank MM Signal" and corresponding "Portfolio Rank Signal Base" signals. These show how you can rank each symbol and then you could only let the highest ranked symbols take entries, while at the same time making sure you keep your position limits.
This will require some programming, but the two build in studies should give you a good idea of what to do. There are also PDFs on the MC website that explain the code for the build in systems in depth.