Navigation: Realtest Script Language > Syntax Element Details >

MaxNewInv

 

 

 

 

Category

Strategy Elements

Description

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

Input

Any formula that returns a dollar amount

Notes

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

If, for example, MaxNewInv is $10,000 and there have already been two other setups with $5,000 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:

MaxNewInv is not supported

 

 

 

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