Caps the number of entry setups per day when a strategy has more setups than can be entered
Any formula that returns a count
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