levels are a simplification of more complex (proprietary) techniques sometimes used for order sizing. the max orderqty returned will be the limit/levels Obviously the strategy rules could ask for smaller order sizes, but this is the default. If you don't want to use levels, set them to 1.
osMaxPos(data, timestamp, orderqty, ordertype, orderside, portfolio,
symbol, ruletype, digits = 0, ...)an xts object containing market data. depending on rules, may need to be in OHLCV or BBO formats, and may include indicator and signal information
timestamp coercible to POSIXct that will be the time the order will be inserted on
numeric quantity of the desired order, modified by osFUN
one of "market","limit","stoplimit", or "stoptrailing"
one of either "long" or "short"
text name of the portfolio to place orders in
identifier of the instrument to place orders for. The name of any associated price objects (xts prices, usually OHLC) should match these
one of "risk","order","rebalance","exit","enter", see add.rule
call round to round min/max clip size to specified number of digits after decimal place
any other passthru parameters
orderqty='all' in a risk rule will return an order size
appropriate to flatten the current position.