You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
I Luk Kim 190f7a47fa Fix V23 live engine: regime filter, sizing fidelity, trailing tighten
- screener.py: add min_atr_pct/max_atr_pct filters to live_pre_screen
- engine.py: prepend regime ticker (QQQ) to bar fetch so regime filter works
- engine.py: add rolling loss + account circuit breaker at run_orb_detection
- engine.py: patch today_open from first 1-min bar so regime gap is real
- engine.py: explicit regime + breadth filter before compute_orb_candidates
- engine.py: max_simultaneous_entries guard in run_breakout_check
- engine.py: _compute_sizing_capital with daily_budget_reset (fixed $10k base),
  drawdown governor, and streak sizing (win bonus / loss penalty)
- engine.py: trailing_tighten_at_r in run_stop_check (tight multiplier at 2R)

Bug fixes in _compute_sizing_capital:
- streak direction: remove reversed() so outcomes[0] = newest trade
- daily reset: use initial_equity as base (not growing equity), matching V23

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
..
__init__.py Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
daemon.py Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
engine.py Fix V23 live engine: regime filter, sizing fidelity, trailing tighten 4 months ago
mock_broker.py Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
models.py Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
screener.py Fix V23 live engine: regime filter, sizing fidelity, trailing tighten 4 months ago
state.py Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago