Navigation: Realtest Script Language > Syntax Element Details >







Strategy Elements


Caps the number of entry orders placed per day when a strategy has more setups than can be entered


Any formula that returns a count


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

If, for example, MaxNewPos is 3 and there have already been three other setups 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:

MaxNewPos is not supported




Copyright © 2020-2023 Systematic Solutions, LLC