I want to output a record for each trade that has a failed entry due to Entry and EntryTime.

I think I can code what I want using

if (TradeIsPending && !TradeIsEntry) {
}

But that's only because I'm using
EntryTime = 1;

If not, I would have to add another expression involving TradeTime as well.

I thought TradeIsMissed would do what I wanted. But means something else.