Caps the added investment from entry orders placed per day by a strategy
Any formula that returns a dollar amount
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