I've been trying to get up to speed on PosSizers, but it's a lot to take in. I currently use SetShareSize and I'm maintaining my own Equity variable. That's fine, but I also want to set a maximum number of trades per day (using a multi-symbol dataset), which is complicated by the fact that the script is using intraday data. I'm using WLP 5.6 with Fidelity data and I have .NET and know how to use it (at least the little bit I'm familiar with). I found the Creating a PosSizer document at fidelity.com, but I haven't really studied it yet. Please point me in the right direction. Thanks!

QUOTE:
That's fine, but I also want to set a maximum number of trades per day (using a multi-symbol dataset), which is complicated by the fact that the script is using intraday data.

With Position Options from MS123.PosSizers 2010.06, there's no need to track Equity. The "Max entries per day" option which works in any bar scale, sums up positions taken during the day for intraday trades.