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Reduce

 

 

 

 

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.

 

 

 

 

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