Add Randomness to Entries
Once a Strategy is built, it makes sense to test its robustness. This can be done in various ways: Doing sensitivity analysis on ProfitTargets, StopLosses, and DTEs. One additional way is to delay the Entries, sometimes. Delaying the Entries can be achieved by specifying Entry.Conditions
that can gate the entries randomly (row 8):
"Entry": {
"Schedule": {
"AfterMarketOpenMinutes": null,
"BeforeMarketCloseMinutes": 30,
"Every": "day"
},
"Conditions": [
"random(0,1)"
],
random(0,1)
uses Lua’s random function to draw a number at each potential entry from the {0, 1}
“bucket". As random uses normal distribution, there is a 50% chance that either number will be drawn. When the number returned by random is 0, the entry will be rejected. When random returns 1, the entry will be allowed.