Say, I want to see if entering at limit can help squeeze some extra performance.

The first easy step is Entry = - optimize(1, 1, 10, 1);

Say, 10% of trades have a MAE of 7 (sharp) and 10% - 7.1-7.5

Any combination of Entry and Penalty will result in the EXACT price level, and so the optimization will find Entry=-7 as the optimum (but will apply a Penalty to results).

But such trades entered at exact highs/lows - most probably responsible for a disproportionately big share of profit - are unrealistic.

So, it would be very useful to specify the extent of MINIMUM "overshoot" over the limit price (either from Entry or TakeProfit), meaning fills happen when price goes beyond limit price by AT LEAST X.

With Penalty= - 0.6, the optimum Entry in this example will be found in Train as -6.

Primary utility of such feature is in Train mode. (In Test - any desired limit entry can be simulated as you suggested).