Pre-cleanup baseline snapshot

.kilocode/rules/coding_patterns.md

@@ -1,9 +1,66 @@
 # Coding Patterns — NT8 SDK Required Patterns
+**Last Updated:** 2026-03-27
 
 All code in the NT8 SDK MUST follow these patterns without exception.
 
 ---
 
+## 0. C# 5.0 Hard Constraints (NinjaScript Compiler)
+
+```csharp
+// ❌ PROHIBITED — compiler will fail silently or error
+$"Hello {name}"                    // no string interpolation
+obj?.Method()                      // no null-conditional
+public int Prop => _value;         // no expression body
+nameof(SomeClass)                  // no nameof
+await SomeAsync()                  // no async/await
+
+// ✅ REQUIRED
+string.Format("Hello {0}", name)
+obj != null ? obj.Method() : null
+public int Prop { get { return _value; } }
+"SomeClass"                        // string literal
+// synchronous only
+```
+
+---
+
+## 0b. NT8-Specific Critical Rules
+
+```csharp
+// SetStopLoss/SetProfitTarget MUST come BEFORE EnterLong/EnterShort
+// Calling them after is silently ignored in backtest
+SetStopLoss(signalName, CalculationMode.Ticks, stopTicks, false);  // FIRST
+SetProfitTarget(signalName, CalculationMode.Ticks, targetTicks);   // SECOND
+EnterShort(qty, signalName);                                        // THIRD
+
+// OnBarUpdate must guard secondary series
+protected override void OnBarUpdate()
+{
+    if (BarsInProgress != 0) return;  // CRITICAL: ignore daily bar series updates
+    // ...
+}
+
+// State guard in ProcessStrategyIntent
+// Allows Historical (backtest), blocks Realtime replay burst:
+if (State == State.Realtime && !_realtimeBarSeen)
+    return;
+```
+
+---
+
+## Sizing Formula
+
+```
+contracts = floor(RiskPerTrade / (StopTicks × TickValue))
+NQ tick value = $5.00
+$100 / (8 × $5) = 2 contracts
+$200 / (8 × $5) = 5 contracts (capped at MaxContracts)
+Always verify: RiskPerTrade ≤ MaxTradeRisk
+```
+
+---
+
 ## 1. Thread Safety — Lock Everything Shared
 
 Every class with shared state must have a lock object: