Pine Script Max Contract Size Limit

Caps order size at your firm’s scaling-plan contract limit so an oversized order never breaches the rule.

Copy//@version=6
strategy("Max Contract Limit", overlay=true, calc_on_every_tick=false)

// ── Inputs ──────────────────────────────────────────────
desiredQty   = input.int(5, "Desired Contracts", minval=1)
maxContracts = input.int(2, "Firm Max Contracts", minval=1,
     tooltip="Your scaling-plan limit. Check your firm's current ladder before setting this.")

// ── Capped quantity ──────────────────────────────────────
qty = math.min(desiredQty, maxContracts)

// ── Entry logic (replace with your own conditions) ───────
longCondition = ta.crossover(ta.ema(close, 9), ta.ema(close, 21))
if longCondition and strategy.position_size == 0
    strategy.entry("Long", strategy.long, qty=qty)
    strategy.exit("Long Exit", "Long", profit=20, loss=10)

shortCondition = ta.crossunder(ta.ema(close, 9), ta.ema(close, 21))
if shortCondition and strategy.position_size == 0
    strategy.entry("Short", strategy.short, qty=qty)
    strategy.exit("Short Exit", "Short", profit=20, loss=10)

// ── Readout ──────────────────────────────────────────────
var table t = table.new(position.top_right, 1, 1)
if barstate.islast
    table.cell(t, 0, 0, "Order qty: " + str.tostring(qty) + " (cap " + str.tostring(maxContracts) + ")",
     bgcolor=color.new(color.orange, 80), text_color=color.white)

Settings

• desiredQty — what your sizing logic wants to trade. Default 5.
• maxContracts — the firm’s scaling-plan cap; the order can never exceed it. Default 2.

How to use

• Paste into the Pine Editor and replace the EMA-crossover placeholder with your own entry conditions.
• If you use risk-based sizing, run its output through math.min(qty, maxContracts) before strategy.entry.
• Update maxContracts as your account passes scaling milestones — the limits grow with balance.
• The table readout shows the capped quantity so you can confirm the guard is binding.

Frequently Asked Questions

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