Dollar investment limit in short positions for a strategy or group of strategies
Input
Any formula specifying a dollar amount
Notes
MaxShortInv is one of the Capacity Constraints formulas used in the setup selection process.
A short setup is only selected if its position size plus those of other short setups selected so far plus current S.ShortInv of open positions would not exceed the dollar value expressed as MaxShortInv.
If a setup cannot be selected due to this constraint and the strategy specifies Reduce: True, then the position's Quantity will be reduced to allow the position to be ordered for entry at smaller size if possible.
Setups skipped for this reason display "max short inv" in the Reason column of the Trade List, provided that the KeepTrades setting included Skipped.
If MaxShortInv is not specified then there is no limit placed on short dollar investment level, though there might still be a short investment limit if the strategy specifies MaxShortExp.
Note that opening gaps beyond a specified order price may cause actual short investment to exceed the specified cap in some situations -- think of this constraint as "maximum intended short investment".
