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Category
Strategy Elements
Description
Caps the number of actual position entries per day
Input
Any formula that returns a count
Notes
MaxEntries is a LegacyMode formula and is not compatible with in-advance order placement.
Use MaxNewPos in the default mode if you want to cap the daily new position count at order time.
The following notes apply only to legacy mode.
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 top-down mode.
For more information on how the backtest engine works in general, see Backtest Engine Details.
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