Backtest: Entry Limit for Options Combo

jcl,

Regarding [Test] mode...

If I'm not mistaken, it looks like the Entry variable can only be set for individual legs of a combo. Some exchanges allow for a single limit price for the full combo, so that the combo is filled all at once or not at all.

I suppose that this can be simulated with some sort of manual entry of trades once a limit is reached (using enterTrade), but a convenience function or two might be helpful here.

Thanks,
Andrew

Use Orderlimit for the combo. Entry will not work because it would open combo legs at a different time and then it would be no combo anymore. Maybe a new variable like ComboEntry could be implemented for that.

This would be a nice feature.