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Strategy Elements


Open position count limit for a strategy or group of strategies


Any formula specifying a count


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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