Hello Nicolas, I don´t think that´s the problem since I´ve set the maximum position size to a maximum of 4 contracts. And as you can see on the picture the system have been able to take 4 contracts previously without problem.

Instrument: Sverige 30 Cash (20SK)

Timeframe: 15 000 units 5M

Code:

//Regler
MaximumContracts = 4
TooManyContracts = abs(countofposition) >= MaximumContracts



//Bollinger Indikator 1
BandsPeriod=14
BandsDeviation=1.25
Chars= 100

period = 200
dev = 2
data = customclose
MA = average[period](data)
BolUp = MA+STD[period]*dev
BolDn = MA-STD[period]*dev

if barindex>max(Chars,BandsPeriod) then
 
Dev = std[BandsPeriod]*BandsDeviation
Dev1 = square(Dev / Pointsize)
 
temp=sqrt(average[chars](dev1))*pointsize
if temp<>0 then
temp=dev/temp
endif
 
if(temp>0) then
iexp=Exp(-2*temp)
returnNum= (1-iexp)/(1+iexp)
osc= (returnNum)
else
iexp=Exp(2*temp)
returnNum=(iexp-1)/(1+iexp)
osc= (returnNum)
endif
endif



//Variables
Datum = 20200102
NewYears = abs(Today)

tma = TEMA[21]
sma = Average[200]

clow = low
distansb = 1.0001
tpl = 22
tps = 26
st = 10



//Villkor
if not (NewYears = Datum) then

//Standard Long
if osc > 0.985 and close>tma and close<BolDn and not TooManyContracts then
buy 1 contracts at market
set target pprofit tpl
endif

//Standard Short
if osc > 0.985 and close<tma and close>BolUp and not TooManyContracts then
sellshort 1 contracts at market
set target pprofit tps
endif



//Exit Long
if close crosses under sma then
sell at market
else
if close crosses under BolDn then
sell at market
endif
endif

//Exit Short
if close crosses over sma then
exitshort at market
else
if close crosses over BolDn then
exitshort at market
else
if (clow/sma) < distansb and close > open then
exitshort at market
endif
endif
endif
endif



//Money Management
set stop ploss st