Navigation: Realtest Script Language > Syntax Element Details >

MaxOrders

 

 

 

 

Category

Strategy Elements

Description

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

Input

Any formula that returns a count

Notes

MaxOrders is only supported in top-down mode.

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

If, for example, MaxOrders 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

 

 

 

 

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