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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.

A good use of EntrySkip is, for example, EntrySkip: random() < 0.05. This would randomly skip about 5% of entries, e.g. to simulate not being able to borrow shares to short. By running this same test a number of times we can see the probable range of how this would impact the stats of the strategy.




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