I see. Sorry for wasting your time on this.

First, I was once again confused by TradeBarOpen. I will try to understand and remember that it is the time the trade is Opened, not the time the trade is Entered, and that there is no such thing as TradeBarEntry. I guess if I want to record the Entry bar number for each trade, for later tracking, I will have to store it myself in one of the TradeVar positions.

Then, as you figured out, I was confused about EntryTime. I had never seen EntryTime = 0 produce any trades, but clearly it can. I wonder why the default is 1 and not 0.