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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
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
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