Navigation: Realtest Script Language > Syntax Element Details >

MaxSameSym

 

 

 

 

Category

Strategy Elements

Description

Specifies how many positions in the same symbol can be open at the same time in a strategy or group of strategies

Input

Any formula specifying a count (if not specified, the default is 1 for a strategy, unlimited for a group)

Notes

Specifying a value greater than one for MaxSameSym replaces the former Pyrmad: True strategy setting.

In the new Top-Down Mode MaxSameSym can also be used to govern how many positions can be opened in the same stock at the same time across multiple strategies.

When MaxSameSym > 1 for a single strategy, multiple positions in the same stock are treated as separate positions (as opposed to "adding to a position"). The exit-related formulas are applied to each sub-position separately. The trade list will show multiple entries and exits.

To model a system that scales in and/or out of positions, an alternative and generally better method is to use a separate strategy for each portion. See Scaling In or Out of Positions for details about that approach.

The sample script martingale.rts shows an interesting use of multiple positions in the same symbol (pyramiding).

See Also: Backtest Engine Details and Capacity Constraints

 

 

 

 

Copyright © 2020-2022 Systematic Solutions, LLC