MaxContracts (Reserved Word)

Returns the maximum number of contracts held during the specified position.

MaxContracts(Num)

Where Num is a numeric expression representing the number of positions ago (up to a maximum of ten).

If Num is 0 (zero) then the value returned by this reserved word is for the current open position. If Num is 0 (zero) and no position is open then a value of 0 is returned.

Remarks

This function can only be used in the evaluation of strategies. It does not require an input, however, by using the input Num, you can obtain the specified value from a previous position, up to ten positions ago.

Example

MaxContracts(2) returns a value of 3 if the second most recent position held a maximum of 3 contracts.