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Category
Strategy Elements
Description
Caps the number of entry setups per day when a strategy has more setups than can be entered
Input
Any formula that returns a count
Notes
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 SetupScore is not specified, setups will be ranked in alphabetical order by symbol.
For more information on how the backtest engine works in general, see Backtest Engine Details.
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