Entry fields
| Strategy Definition field | MesoLive support | Notes |
|---|---|---|
| Entry.Schedule | Supported | Used for entry signal gating (advisory). See Schedule below. |
| Entry.Conditions | Supported (different) | Evaluated in two contexts (see below): Build preview and entry readiness signals. |
| Entry.VarDefines | Supported (different) | Evaluated during Build preview (not persisted) and after entry fills (persisted). |
| Entry.AbortConditions | Supported | Evaluated during Build (advisory). |
| Entry.ReentryDays | Supported | Used for entry signal gating (cooldown after exit). |
| Entry.Concurrency.MaxPositionsInFlight | Supported | Used for entry signal gating (advisory). |
| Entry.Concurrency.EntryShiftDays | Supported | Used for entry signal gating (advisory). |
| Entry.QtyMultiplier | Supported | Evaluated during Build; Operator can override via MesoLive UI / broker order ticket. |
Schedule
Schedule semantics match MesoSim v3 scheduling:
- Exactly one of
AfterMarketOpenMinutesorBeforeMarketCloseMinutesmust be set. - Minutes are rounded to 5‑minute increments.
Everysupports:day,5min, or comma-separated weekdays (e.g.,mon,tue,wed,thu,fri).
In MesoLive, signals are evaluated on a server-side timer (default ~60s) and the schedule is treated as “in window” for 5 minutes.
| Schedule field | MesoLive support | Notes |
|---|---|---|
| Schedule.AfterMarketOpenMinutes | Ignored | |
| Schedule.BeforeMarketCloseMinutes | Ignored | |
| Schedule.Every | Ignored | Entry Signals are currently not generated. Please use the Today Page to get informed about the upcoming entries. |
Entry signals are currently not created. Please
See the Signal Evaluation section for details and motivation why these fields are ignored.
Conditions and VarDefines
MesoLive evaluates Entry.Conditions (and may evaluate Entry.VarDefines) in two different contexts:
Build preview
- A virtual/preview position is constructed (expirations + strikes selected).
- ScriptEngine variables like
pos_*andleg_*are available (because a preview position exists). options.*functions can work because they run against the preview position.Entry.VarDefinesis evaluated so that conditions can reference those variables during the preview, but these values are not persisted yet.
Entry readiness signals
- Entry readiness is evaluated periodically (default ~60s) to surface entry signals for deployed strategies.
- No preview position is built during this cycle, so
pos_*/leg_*variables are not available. options.*functions will returnnull(no position context).
Recommendation: keep Entry.Conditions based on top-level variables like underlying_*, timing.*, and ExternalData variables when you want entry readiness signals to be meaningful.
Use Entry.AbortConditions for structure/greeks checks during Build.
See also: