Entry Limits
Entry Limits are in beta. Watch Alert History for your first few sessions with them on, and tell us how it goes in Discord or at support@crosstrade.io.
Entry Limits are ceilings on what an account may hold. They live in each monitor's settings, on both the NinjaTrader and Tradovate Account Managers: click the Pencil ✏️ icon on the account's row and scroll to Entry Limits.
| Setting | What it caps | 0 means |
|---|---|---|
| Max Positions | How many different instruments the account can hold at once | No limit |
| Max Quantity | Total contracts across every instrument | No limit |
Both apply to webhook signals sent through CrossTrade. Neither ever blocks an order that closes or reduces a position.
Max Positions
Max Positions counts instruments, not contracts. With Max Positions at 2 and open positions in ES and NQ, a signal that would open CL is blocked. Adding to ES or NQ is still allowed, because adding to a position you already hold does not use a slot.
This is the account-level version of the max_positions alert option. When both are set, the stricter of the two applies, and Alert History names the account limit when it was the one that blocked the signal.
Max Quantity
Max Quantity caps the total number of contracts the account is committed to, across every instrument. It counts:
- Filled contracts in every open position
- Working orders that would add more, such as a resting limit entry, so stacked orders cannot quietly take you past your size limit when they all fill
Working exits (a take-profit or stop on an open position) do not count, because they hand exposure back rather than add to it.
When an opening order would go over the cap, it is trimmed to the room left instead of rejected. Only an account with no room left blocks the signal.
Example: Max Quantity is 4. The account holds 2 MES and has a working buy limit for 1 more. A signal to buy 3 MNQ is trimmed to 1, because 3 of the 4 contracts are already committed. A second signal after that is blocked with "Max quantity reached".
Set Max Quantity to your firm's contract limit (in contracts, or in micros if that is how your firm counts). It is the setting that stops a strategy from breaching a size rule by stacking entries.
When broker data is unavailable
On Tradovate, Entry Limits read the account's live positions and working orders from Tradovate just before the order is sent. If that read fails, the signal is blocked rather than sent: an unknown position is never treated as an empty one.
What Entry Limits do not do
- They do not close or cancel anything. A limit only stops new exposure.
- They do not stop orders you place by hand in Tradovate.
- They are not an exactly-once or atomic broker-side guarantee. Two entries sent within moments of each other are checked against the state the broker reports at that time.
Related
- Discipline Rules: trades per session, loss streaks and cooldowns
- Require Market Position: gate a single alert on the position in one instrument
- Alert History: blocked signals and the reason for each