The code I’m going to write will be a more flexible method than the built-in TradeStation reserved word, EnteriesToday. Once it reaches that number, you wish the strategy to not open any more trades until the next trading day. For example, you may want your day trading strategy to only take a maximum of 20 trades per day. Most often this is done to limit the number of trades a strategy will open in a single day.
In this article I’m going to demonstrate an EasyLanguage technique to limit the number of trades your trading system will take within a given period.
