feature-f1-entry-time-window

To block trading entries using limit-up queue thresholds, enforce a pre-cutoff time window and reject candidates when the sell queue size at the limit-up price reaches a configurable threshold. The skill checks current time against an entry cutoff and validates ask quantity.

If your trading strategy enters positions near market close, the entry_before_time configuration may be set too late or the ask_queue_threshold is too high. Verify that the engine tick logic correctly compares datetime.now() against your configured HH:MM cutoff.

A time-and-queue gated entry window is a filtering mechanism that allows orders only before a cutoff time and when the best sell queue at the limit-up price remains under a configured threshold. It prevents late-session entries with excessive liquidity.

To configure F1 entry decisions, set entry_before_time to your desired HH:MM cutoff and define the ask_queue_threshold in your config. The engine will then block entries when the limit-up ask quantity exceeds this threshold or time expires.

Yes, you can filter limit-up ask queues before 10:00 using real-time market data. The skill derives ask quantity from ask0_price matching the limit-up price and blocks entry when the queue size exceeds your configured threshold or time passes the cutoff.

F1 entry gating interacts with F-series switches like F10 and F13 primarily through exit logic separation. While F1 controls entry timing and queue thresholds, troubleshooting workflows confirm these switches manage different stages without conflicting with the entry validation.