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Strategy Elements


Caps the number of position entries per day when a strategy has more setups than can be entered


Any formula that returns a count


The number of positions that a strategy can enter per day is determined by evaluating the MaxSetups, MaxEntries, MaxExposure, MaxInvested, and MaxPositions formulas at entry time.

If EntryScore is not specified, setups will be entered in alphabetical order by symbol.

For strategies that enter all setups at market, or to cap the number of limit or stop orders placed to the number you would actually want to be filled (without look-ahead bias), it is recommended to use MaxSetups instead of MaxEntries.

For more information on how the backtest engine works in general, see Backtest Engine Details.




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