Scaling and max lots question

Matt, a quick question on the relationship between scaling and max contracts.



Let’s assume a system opens sometimes 1 and sometimes 2 contracts at 100% scaling.



If I scale the system at 200% and use 2 as max contracts setting will I only get the system trading 2 contracts all the time?



Ok, you did not ask me but, here’s my two cents: I think it’s indeed an overruling cap. So, no more then 2 contracts, whatever the scaling is set to.



martijn

You are both right. In cases where a system sometimes opens quant 1 and sometimes quant 2, you will always open quant 2 with those settings (200% scaling, max contracts=2).



Yes, the "max contracts" constraint is indeed applied after the scaling percentage, and will "overrule" the scaling percentage calculations.