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MaxSetups

 

 

 

 

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

In legacy mode, 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.

In Top-Down Mode, all capacity constraints including MaxSetups are applied at setup selection time.

In either mode, use SetupScore to prioritize your setups.

See Also: Backtest Engine Details and Capacity Constraints

 

 

 

 

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