Entry-only-if-less-than-N-signals

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;
using System.Data;

namespace WealthScript1 
{
    public class MyStrategy : UserStrategyBase
    {
        //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
        }

        //execute the strategy rules here, this is executed once for each bar in the backtest history
        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
            PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
            }
            else
            {
                PlaceTrade(bars, TransactionType.Sell, OrderType.Market);
            }
        }

        //prune signals
        public override void PostExecute(DateTime dt, List<BarHistory> participants)
        {
             if (Backtester.Orders.Count > dt.Day)
            Backtester.Orders.Clear();
        }

        //declare private variables below

    }
}