Ranks entry setups when a strategy has more setups than can be entered
Setups with higher scores are entered first.
If SetupScore is not specified, setups will be ranked in alphabetical order by symbol.
The number of positions that a strategy can enter per day is determined by evaluating the MaxSetups, MaxEntries, MaxInvested and, MaxPositions formulas at entry time when legacy bottom-up mode is used or at setup ranking time when Top-Down Mode is selected.
When using legacy mode, use EntryScore rather than SetupScore for strategies that do not enter positions using limit and/or stop orders.
For more information on how the backtest engine works in general, see Backtest Engine Details.