- Move SetStopLoss/SetProfitTarget before EnterLong/EnterShort in
SubmitOrderToNT8(). NT8 requires stop/target pre-registered to the
signal name before entry fires — calling after caused silent fallback
to strategy defaults in backtest, nullifying all dynamic target scaling.
Add [dynamic] tag to SUBMIT log line for observability.
- Wire OnPositionUpdate() in NT8StrategyBase to call
_riskManager.OnPnLUpdate() and PortfolioRiskManager.ReportPnL() on
every position change. Daily loss limit checks were evaluating against
PnL permanently — safety net now live.
- Fix BasicRiskManager.CheckEmergencyConditions() hardcoded 1000 limit.
Add dailyLossLimit constructor overload; emergency halt now fires at
90% of the configured DailyLossLimit, not a hardcoded .
- Add AVWAP slope hard veto in SimpleORBStrategy.OnBar(). Trend=0.00
(AVWAP working against trade direction) can no longer pass grade
filter. Pre-scoring veto prevents high gap/volume scores from masking
a directionally broken setup.
- Raise default MinTradeGrade from 4 (B) to 5 (A) in both
SimpleORBStrategy and SimpleORBNT8 defaults.
- Scale TargetTicks dynamically in CreateIntent() based on ORB/ATR
ratio (0.75x-1.75x of base target). Tight ORBs get extended targets;
wide ORBs get tightened. Hard floor at stopTicks+4.
- Add NarrowRange, OrbRangeVsAtr, GapDirectionAlignment,
BreakoutVolumeStrength, PriorDayCloseStrength default weights in
ConfluenceScorer constructor. All 10 factors now registered.
- Fix session_open_price tracking for GapDirectionAlignment factor.
TodayOpen in DailyBarContext now reflects first RTH bar open, not
the breakout bar open.
- Log all 10 factor scores at signal acceptance for observability.
