RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

MaxSameCat

 

 

 

 

Category

Strategy Elements

Description

Limits the number of same-category positions that can be open simultaneously in a strategy or group of strategies

Input

Any formula specifying a count

Notes

MaxSameCat is one of the Capacity Constraints formulas used in the setup selection process.

A setup is only selected if the count with the same category as this setup of currently open positions plus previously selected setups plus one  would not exceed the value returned by this formula.

Use the Category formula to define the category of any security.

Setups skipped for this reason display "max same category" in the Reason column of the Trade List, provided that the KeepTrades setting included Skipped.

If MaxSameCat is not specified then there is no limit placed on the number of same-category positions.

See Also: Backtest Engine Details and Capacity Constraints

 

 

 

 

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