Category

Daily Test Statistics

Description

The number of entry orders placed on this test date

Notes

S.EntryOrders becomes available at the end of the daily setup selection and ranking process.

It can be used in the QtyFinal formula as needed to change position sizes based on order count vs. exposure capacity.

S.EntryOrders can also be used as a statistic showing how many orders were "placed" each day.

For strategies that enter "at market" S.EntryOrders will usually be the same as S.Entries.

For strategies that enter using stop and/or limit orders, S.EntryOrders will usually be more than S.Entries.

Use Combined or Extern to obtain this value for all strategies or for a specific other strategy or StatsGroup.

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