Position.Quantity

[cgeorgan]

It is my understanding that this value is an (int)...so without testing (I don't want to wait around for an example to debug), is the following code valid:

if (Math.Abs(Position.Quantity) <= maxPositionSize)
{
   // Execute a trade here because we're not at the max position size
}

maxPositionSize is an integer > 0.

[NinjaTrader_Bertrand]

Yes, this would be an integer value, you could also cast it to be one if needed in your code:

(int)myVariableToCastToAnInt

[NinjaTrader_Bertrand]

I would suggest printing all associated variables in Market Replay for example to check into, which CalculateOnBarClose setting are you running?