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Category
Strategy Elements
Description
Open position count limit for a strategy or group of strategies
Input
Any formula specifying a count
Notes
MaxPositions is one of the Capacity Constraints formulas used in the setup selection process.
A setup is only selected if the count of currently open positions plus previously selected setups plus one would not exceed the value returned by this formula.
Setups skipped for this reason display "max positions" in the Reason column of the Trade List, provided that the KeepTrades setting included Skipped.
If MaxPositions is not specified then there is no limit placed on the number of open positions, though there might still be investment limits if the strategy specifies MaxExposure and/or MaxInvested.
See Also: Backtest Engine Details and Capacity Constraints
When using Legacy Mode:
•MaxPositons is checked at position entry time rather than setup selection time
•EntryScore is used to determine which entries got priority
•MaxPositions cannot be used in Combined or StatsGroup
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