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Category
Strategy Elements
Description
Specifies whether to reduce quantity when a new position's size would push total investment above a capacity constraint
Input
0 or false - don't reduce (default)
value or true - reduce to available capacity (but not less than this dollar size value) if necessary
Notes
If a non-zero value is specified, a new position that would exceed a capacity constraint is reduced to the size of the remaining available capacity, provided it is not less than the dollar value specified. Otherwise the entry is skipped.
When "true" is specified, this is internally represented as 1, so the minimum position size is $1.
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