I'm coding a very simple procedure for scaling in/out with managed orders. An obvious requirement would be set a limit for maximum opened positions, either Long or Short. Reading about EntriesPerDirection property, it seems to serve as limit for maximum position indirectly, as it depends on the order's quantity. But my doubt is:
EntriesPerDirection property refers to ONLY the maximum number of orders for one side, Long or Short, independently of its quantity, right ? So, if the order size is set "By the Strategy" , the maximum amount position will be variable as orders might come with different size.
Is there any other way to set a maximum limit position ?
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