Older strategies and templates referenced an entry execution type called scaled. It split the entry into multiple price levels (e.g. 60% at close, 40% at close ±2%) and computed a weighted-average entry price.

It was retired because it could produce entry prices outside the bar's actual high-low range - fills that could never have happened in real trading. Backtest results inflated artificially.

Today

type: "scaled" in a saved JSON is silently treated as market. No error, no warning. New strategies should use market or limit explicitly.

If you need staged entries

Use the scaled_exit modifier on the exit side - that's the staged behavior that's mathematically honest (real fills as price moves).

For staged entries, the cleanest implementation today is to define two separate strategies, each entering at its own level, and combine them via separate credentials or sub-accounts.