I have run into a limitation of sorts:

For strategies that have dynamic entry signal, I like to test floating entry times, but also multiple entries throughout the day.

However, I ran into the "max 30 backtests in a portfolio" limit, trying to test these strategies in a portfolio.

What would be nice, would be either to:

* Not have a 30 strategy limit on portfolio backtests, OR

* Being able to define multiple floating entry times per strategy backtest, like it is possible to define multiple fixed entry times per strategy.