Commit Graph

8 Commits

Author SHA1 Message Date
mo
9a28a49292 Pre-cleanup baseline snapshot
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2026-04-05 16:50:18 -04:00
mo
d856f3949d fix: restore EntriesPerDirection=2 and align risk defaults
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- Restore EntriesPerDirection=2 so runner leg can enter alongside scaler.
  Replay burst protection is now handled by the State.Realtime guard in
  ProcessStrategyIntent rather than by limiting entries per direction.

- Set MaxOpenPositions=2 in SimpleORBNT8 to match scaler+runner structure.
  Previous value of 1 caused PortfolioRiskManager to block the runner.

- Confirm RiskPerTrade=100 and MaxContracts=3 as live defaults.
  The /9-contract configuration was a one-off backtest experiment and
  must not be the deployed default.

- _realtimeBarSeen field and OnBarUpdate guard confirmed present and correct.
  ProcessStrategyIntent guard: if (State == State.Realtime && !_realtimeBarSeen)
  allows backtest (State.Historical) to execute normally while blocking
  replay bars in live/SIM mode.

Backtest validation: Jan 2026 - Mar 2026, NQ, trail=20ticks
  PF=7.00, win=75%, avg winner=, avg loser=-, max DD=-
2026-03-29 19:18:29 -04:00
mo
c094e65b10 Grade filter B minimum, MinTradeGrade property, session reset fix
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2026-03-22 18:56:06 -04:00
mo
a2af272d73 Fix deploy script: add NT8.Strategies.dll to deployment pipeline
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2026-03-22 17:28:03 -04:00
mo
2f623dc2f8 S2-B3/S3-05: PortfolioRiskManager, connection loss recovery, long-only lock
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2026-03-19 16:17:02 -04:00
mo
3282254572 S2-B1/B2: live account balance, Optimizable attrs, BarsRequired=50, archive NT8.Core.Orders
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2026-03-19 14:48:22 -04:00
mo
498f298975 Add ORB confluence factors (NR4/NR7, gap alignment, breakout volume, prior close) + session file logger
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2026-03-19 12:16:39 -04:00
mo
a87152effb Production hardening: kill switch, circuit breaker, trailing stops, log level, holiday calendar
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2026-02-24 15:00:41 -05:00