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Strategy Elements


Caps the added exposure from entry orders placed per day by a strategy


Any formula that returns a percentage


At each step of the setup selection process, MaxNewExp is considered along with each of the other top-down constraints.

If, for example, MaxNewExp is 20 and there have already been two other setups with 10% position size selected for order placement, this setup will be rejected even if adding it would not violate any other constraint.

See Also: Backtest Engine Details and Capacity Constraints

When using Legacy Mode:

MaxNewExp is not supported




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