feature-f7-candle-limit

To restrict trading strategy entries to early daily limit-up streaks, enforce an upper bound on the limit-up touched candle index using entry gating. This prevents trades from being entered too late during a daily limit-up sequence by blocking late touches.

Candle index tracking handles intraday limit-up repeats by using daily sequencing semantics. If a stock opens and re-closes to the limit-up within the same day, the daily limit-up touched candle index does not increase.

You configure the maximum allowed candle index for limit-up entry gating by setting the candle_limit parameter and enabling the rule via f7_enabled. This allows entries only within the configured early window of the daily limit-up touched sequence.

No, you cannot use this entry gating logic for 1-minute candle sequencing. The limit-up touched candle index specifically tracks daily sequencing semantics, meaning it evaluates the daily limit-up streak rather than intraday 1-minute intervals.

You should block late limit-up touches in a backtesting strategy to avoid chasing stocks. Applying an entry gate to the strategy rule evaluation ensures trades only occur within the first or second daily limit-up touched candle indices, preventing poor execution prices.