Dollar investment limit for positions in the same symbol for a strategy or group of strategies
Input
Any formula specifying a dollar amount
Notes
MaxSymInv is one of the Capacity Constraints formulas used in the setup selection process.
A setup is only selected if its position size plus those of other setups and open positions in that symbol would not exceed the dollar value expressed as MaxSymInv.
If a setup cannot be selected due to this constraint and the strategy specifies Reduce: True, then the position's Quantity will be reduced to allow the position to be ordered for entry at smaller size if possible.
Setups skipped for this reason display "max sym inv" in the Reason column of the Trade List, provided that the KeepTrades setting included Skipped.
If MaxSymInv is not specified then there is no limit placed on same-symbol investment, though there may still be same-symbol constraints if the strategy specifies MaxSymExp or MaxSameSym.
Note that opening gaps beyond a specified order price may cause actual same-symbol investment to exceed the specified cap in some situations -- think of this constraint as "maximum intended investment in the same symbol".
