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Strategy Elements


Enables skipping an entry if a condition applies


Any formula specifying a true/false condition (non-zero means true)


After all other conditions for entry have been met, the EntrySkip formula is evaluated (if provided). If the result is non-zero (true) or if the formula can't be evaluated (nan) then the entry is not taken.

All skipped entries (potential entries that passed the EntrySetup condition but did not become positions for any reason) are optionally included in the Trade List when a test is run. Skipped entries shown in the trade list include a column where the reason the entry was skipped is shown. Trades skipped because the EntrySkip condition was true show "skip formula" as their skip reason.

I use this formula most often when doing further analysis on a strategy that otherwise seems good. For example, if I want to test the impact of not being able to borrow shares to short for 5% of my short entries, I might temporarily add EntrySkip: random() < 0.05 to the strategy, and then run a set of 100 tests to study the impact probability. EntrySkip is not typically used as a permanent element of a production strategy.





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