Backtester-Orders-does-not-obey-Max-Entry-Signals

From API doc for Backtester.Orders, this "returns a List that contains Transaction instances that represent the orders, or signals, that need to be placed for the Strategy at the next market session.". I noticed that this returns all possible signals regardless of the value for "Max Entry Signals". To repro use the following OneNight strategy and set a small number for Max Entry Signals and check the debug output, it's not the same as the produced signals for the next day on the Signals tab.

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using finantic.Indicators;

namespace WealthScript7 
{
    public class MyStrategy : UserStrategyBase
    {
      MP movingPercentile;
            
      public override void Initialize(BarHistory bars)
        {
         TR tr = new TR(bars);
         movingPercentile = new MP(tr, lookback: 100, percentile:75);
        }
        
        public override void Execute(BarHistory bars, int idx)
        {
         foreach (var pos in OpenPositions) ClosePosition(pos, OrderType.Market);

         double mpfactor = 0.7;
         double limit = bars.Close[idx] - movingPercentile[idx] * mpfactor;
         PlaceTrade(bars, TransactionType.Buy, OrderType.Limit, limit);
        }

        public override void BacktestComplete()
        {
            base.BacktestComplete();
         foreach(Transaction t in Backtester.Orders) {
            WriteToDebugLog($"{t.Symbol}");
         }
        }
    }
}