|
Category
Strategy Elements
Description
Specifies whether to reduce quantity when a new position's size would push total investment over the max investment cap
Choices
False - don't reduce (default)
True - reduce
Notes
By default, if the next position to be entered would put the total investment for that strategy above its MaxExposure and/or MaxInvested cap, the entry is skipped.
If Reduce: True is specified, then rather than skipping the entry, its Quantity is reduced to allow it to fit within the cap.
|
