Entry & exit logic

The then in the second query makes the entry sequential: the EMA cross must come first and the retest must follow, in that order, not on the same bar. Each step waits up to 50 bars for the next one by default; add within N bars to set the window, or the sequence resets. See combining conditions.

The engine models market, limit and stop fills. A limit fills at its price, or at the bar's open when the bar gaps through it in your favour. A stop fills at its level, or at the open when the bar gaps past it, so the gap is paid, never collected, and the fill is charged as a taker. Phrasings that imply a next bar open resolve to the market fill, the docs don't promise an order type the engine doesn't run.

If the signal bar closes beyond the stop (a buy stop below the close), the stop has triggered the moment it was placed, so it fills at the next bar's open. The run warns once and counts those orders. A close exactly at the level has not traded through it; that order rests.

• A stop at an N bar high or low (buy stop at the 20 day high): there is no rolling window level for a stop to rest at. Write the breakout as the entry condition instead, close crosses above the highest high of the previous 20 bars, which enters at that bar's close.
• Pips off a candle level (2 pips above the signal candle high): a stop adds only a percent or an ATR multiple to a candle. Say 0.1% above, or use a fixed price.
• Points, ticks or cents as the offset: the engine knows a pip size for forex pairs only. One tick above a high is read as the high itself.
• Stop limit orders: the limit a stop turns into once triggered is not modelled.
• Stop entries with pyramiding adds or a scale in ladder: those legs fill at the bar close, so the combination is refused rather than half applied.
• A strategy that trades both sides needs the same kind of level on each (both at the signal candle, or both at the previous candle, with the same offset).

In a long only strategy a sell stop below the entry is read as the trade's stop loss, not as a short entry (and a buy stop above the entry in a short only one). place a sell stop at the swing low gives a stop loss at the swing low. It takes a percent, an ATR multiple, forex pips, the entry or signal candle, the swing, an N bar or previous day level, or a price. A level on the profit side of the entry is refused, since it would close every trade at once.

While a gate blocks entries the equity curve goes flat, and after 30 flat bars rolling performance settles at exactly 0. A strictly positive threshold (above 0%) then never rearms and the strategy stays shut off for the rest of the run. Give the gate a way back in: use a slightly negative threshold (above -2%), or gate on drawdown, which rearms as the window rolls past the old peak.

Runtime metrics track the strategy's actual equity, including only trades that were really taken. The rolling window is fixed at 30 bars of the query's timeframe. They are not a per signal track record: "only take this signal if it was profitable the last 3 times it fired" is a different concept and isn't part of a gate. To study a single condition's historical outcomes, use the probability scan in analysis.

When strict mode is on, a custom query requires @ tags, a data source, and a parsed custom condition, so a typo can't silently fall back to a built in indicator.