As I understand it, if EntriesPerDirection is 1, then the strategy will enter at most one position, even if it has several instruments. If one wanted to have at most one entry per instrument, one could name each entry according to the instrument, and set EntryHandling to UniqueEntries.
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EntriesPerDirection and multiple instruments
Does the behaviour of EntriesPerDirection (and EntryHandling) change if a strategy has multiple instruments ? For example, perhaps allowing one entry for each instrument ? I think that there is no change, but I would like to be sure.
As I understand it, if EntriesPerDirection is 1, then the strategy will enter at most one position, even if it has several instruments. If one wanted to have at most one entry per instrument, one could name each entry according to the instrument, and set EntryHandling to UniqueEntries.Tags: None
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