← Strategies Paper Main account settings

vwap-mr-v1 · Paper Main

paper-main · paper · Trading mode: live · performance →

Intraday mean-reversion, deep-stretch trial: buys only when price is stretched far below the day's VWAP (5× a 5-minute ATR), between 09:45 and 14:00 ET, skipping days that gapped more than 2%; exits at VWAP, a 1×daily-ATR stop, or the 15:55 flatten. The original shallower rule showed no edge across 12 months of 1-min data; this was the only variant positive in both halves. Paper only.

These settings are the intraday pool, shared with orb-retest-v1 — a change here applies to it too.

Other strategies here:orb-retest-v1 qsr wheel-v1 crypto-trend-v1 crypto-revert-v1 crypto-scalp-v1 crypto-tape-v1 rsi2-v1

Risk sizing overrides

Values here override the matching global constant in src/risk/rules.ts for THIS account only.

Field	Applies to	What it means	On a $10,000 account
Risk per trade %	ONE stock, one trade	How much $ you're OK losing if THAT trade's stop-loss gets hit. The system works backward from this to pick how many shares to buy.	0.5% → sized so a stop-out on any one stock loses about $50.
Max notional %	ONE stock, one trade (same one — not the whole account)	A separate hard ceiling on that SAME stock's total position value (shares × price), computed once before any tranche-splitting (e.g. qsr's anchor+runner legs just divide this one total, they don't each get their own cap). Exists because a very tight stop can otherwise math its way into buying far more shares than makes sense.	8% → that one stock's position can never be worth more than $800 total, no matter what Risk per trade % alone would size it to.
Daily kill switch %	The WHOLE account, not one stock	Once today's total P&L across everything drops to this % of account value, NEW trades stop for the rest of the day. Positions already open are untouched.	-2% → new entries pause for the day once you're down about $200 today.

All three are % of account equity (cash + market value of whatever's currently open) — deliberately not free cash, since cash alone shrinks whenever money's tied up in open trades and would understate real risk mid-session. Every % field below shows a live $ estimate against this account's current equity ($101,942.70) — edit the number to see it update.

▾ vwap-mr-v1 + orb-v1 + orb-retest-v1 (shared pool)

✓ Can buy — nothing currently blocking new entries in this pool.

Require manual approval before every buy.

When checked, this pool's trading script builds the order plan as usual but stops short of submitting it, queuing it on /approvals instead. Nothing gets bought for this strategy without you clicking Approve.

▾ Per-strategy config

Strategy pot % $0.00/$0.00 ≈ $0.00 = this strategy’s pot this strategy’s share of the account AFTER the cash reserve — the pot every % below is measured against Max open positions — ALL stocks 0/4 how many buys can be OPEN at once, every stock combined Max buys per day — ALL stocks 0/10 total buy orders per DAY across every stock combined — nothing to do with any one ticker Daily kill switch % ≈ $0.00 $ pause THIS strategy’s new buys for the day once its own positions are down this % of its pot Hold back % of profit % of a WINNING trade’s realized P&L to hold back from reinvestment, tracked as a running balance (see journal/profitReserve.ts). Blank = reinvest everything. A losing trade never reserves anything. Destination pie id (T212) T212 Pie id this pool’s held-back profit is destined for — display/cross-check only, shows the pie’s live cash next to the reserved amount up top so you can reconcile before clearing. T212 accounts only; find the id in the pie’s URL or via pnpm t212-connection.

▾ Per-buy config

Governs ONE stock’s buy at a time — how big it is, and (for QSR) how often the same ticker can be re-bought. Every stock gets its own independent counters. Nothing here limits how many DIFFERENT stocks are bought; that’s the per-strategy config above (pot, open positions, buys per day).

Max BUY VALUE per buy % — ONE stock ≈ $0.00 max value of one buy THE MAIN BUY-SIZE LEVER — the most one buy can be, as % of this strategy’s POT (units × price). Your actual buy is the SMALLER of this and the max-loss size below, so at a normal stop this usually IS the buy. The example above reacts to every field here. Max LOSS per buy % — ONE stock ≈ $0.00 max loss on one buy if its stop hits The risk guardrail, NOT a size — the most you’d LOSE (as % of POT) if one buy stops out. With the stop distance this implies a buy size (tighter stop ⇒ bigger buy); the actual buy is the smaller of that and the value cap above. So editing this moves the buy only when loss is the binding limit (usually at wide stops). Tier-3 max LOSS per buy % — ONE stock ≈ $0.00 max loss on one buy if its stop hits same, but for Tier-3 (speculative) names Max shares per buy — ONE stock a single buy decision can never take more than this many shares of that stock — even when split into anchor + runner orders Max value per buy ($) — ONE buy a fixed money cap on ONE buy’s total value, in this account’s own currency — on top of the % caps; whichever is stricter wins. Blank = no cap