Caps the number of entry setups per day when a strategy has more setups than can be entered
Any formula that returns a count
MaxSetups is applied before any other capacity constraints.
After building the list of symbols that meet the EntrySetup conditions, the list is sorted by SetupScore.
The setup list is then truncated at MaxSetups.
While it was often important to use MaxSetups in legacy mode, it has no significant use case in the default top-down mode.
(The insignificant use case would be to make tests run slightly faster by trimming the setup list before processing the setups.)
See Also: Backtest Engine Details and Capacity Constraints