"MaxOpenPositions" - maximum number of simlutaneously open positions (trades) in portfolio backtest/optimization ...This Control in SetOption controls the number of Open Trades...and not the Scale In Part happening in Each Trade .. Correct ?
Correct. A position (trade) lasts all the way from the entry date/time to the exit date/time - regardless of how many times it is scaled up or down in between. MaxOpenPositions only counts whole trades and ignores scaling.
what about realtime trading , I have set max open position to 30 on the afl,i use the scan function to do realtime trading ,will the max open position work in real time or is it only for backtesting purpose,please advise