Max Position Size
Limits the maximum number of contracts or units allowed per trade.
If the calculated size exceeds this value, the order is blocked.
The engine also checks the resulting net position in the same instrument: projected_net_position = current_signed_position + signed_candidate_quantity, where buys are positive and sells are negative. The magnitude of that projected position must remain within the configured cap.
For example, an existing long position of 2 plus a buy of 3 produces a projected position of 5. With a limit of 4, the operation is blocked even though the candidate trade alone is only 3.
This rule does not reduce the calculated quantity automatically. Adjust the trade yourself before submitting again.
With the rule enabled, 0 is a quantity limit, not an off switch. Disable the rule to skip it. Missing position data needed for evaluation is Pending/Warning and prevents submission without confirming a violation or latching the circuit breaker.