RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

MaxSameSym

 

 

 

 

Category

Strategy Elements

Description

Count limit for positions in the same symbol for a strategy or group of strategies

Input

Any formula specifying a count

Notes

MaxSameSym is one of the Capacity Constraints formulas used in the setup selection process.

A setup is only selected if the count of currently open positions plus previously selected setups plus one in that symbol would not exceed the value returned by this formula.

Setups skipped for this reason display "max same symbol" in the Reason column of the Trade List, provided that the KeepTrades setting included Skipped.

The default MaxSameSym for each individual Strategy is 1, i.e., by default no strategy can hold more than one position in the same symbol.

For StatsGroup or Combined, the default is "unlimited", though there might still be same-symbol limits if the strategy specifies MaxSymExp and/or MaxSymInv.

See Also: Backtest Engine Details and Capacity Constraints

 

 

 

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