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Strategy Elements


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


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


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

In the default 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





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