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All-Time P&L
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Equity
▼ Active Tickers
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▼ Signal Log
0 signals| Time | Symbol | Action | Status | Detail | Latency | P&L |
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▼ Shadow A/B Test
—No shadow variants configured. Add them in
trading_rules.json → fastst_v2.shadow_variants
Optimization Studio
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Strategy Config
SPY
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Parameter Overrides
Composite Score
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Walk-Forward Validation
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Optimized Strategy DNA
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▼ Trading Rules
SavedPosition & Risk
Size Mode?Size ModeHow position size is calculated — fixed dollar amount, percentage of equity, or adaptive Kelly criterion.
Buy Amount ($)?Buy AmountDollar amount allocated per long trade when Size Mode is "Fixed $".
Short Amount ($)?Short AmountDollar amount allocated per short trade when Size Mode is "Fixed $".
% of Equity?Equity PercentagePercentage of account equity used per trade when Size Mode is "% of Equity".
Max Positions?Max PositionsMaximum number of simultaneous open positions. Prevents overexposure to the market.
Circuit Breaker (%)?Circuit BreakerHalts all trading when daily loss exceeds this % of equity. Protects against catastrophic drawdowns.
OKBreaker Status
Min Equity Floor ($)?Equity FloorAbsolute minimum equity threshold. Engine stops trading if account balance drops below this value.
Strategy & Filters
ATR Length?ATR LengthNumber of candles used to calculate Average True Range. Lower = more reactive to recent volatility.
ATR Multiplier?ATR MultiplierSuperTrend sensitivity factor. Lower = tighter stops & more signals; higher = wider bands & fewer whipsaws.
EOD Liquidation?EOD LiquidationAutomatically closes all positions at 3:55 PM ET to avoid overnight risk and match backtest spec.
Opening Guard?Opening GuardBlocks new entries for N minutes after market open (9:30 AM). Avoids trading during volatile opening auction.
Guard Minutes?Guard MinutesDuration in minutes of the opening guard window after 9:30 AM ET.
VWAP Filter?VWAP FilterOnly allows longs above VWAP and shorts below VWAP. Aligns entries with institutional flow direction.
ADX Filter?ADX FilterOnly enters trades when ADX is above threshold, filtering out low-volatility chop zones.
ADX Threshold?ADX ThresholdMinimum ADX value required for entry. Typical range: 15–25. Higher = stronger trend required.
Flip Cooldown?Flip CooldownPrevents rapid position flipping by enforcing a minimum time and daily cap per ticker.
Cooldown Candles?Cooldown CandlesMinimum candles to wait between flips for same ticker. E.g. 2 candles × 5m = 10 minute minimum.
Daily Flip Cap?Daily Flip CapMax flips per ticker per day. 0 = unlimited.
Engine
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Candle Size?Candle SizeTimeframe for candle aggregation. Smaller = more signals but more noise; larger = smoother but slower entries.
WebSocket Stream?WebSocket StreamUses real-time WebSocket for quotes. More responsive than polling but uses more resources.
Max Concurrent?Max ConcurrentMaximum number of simultaneous tickers the engine processes in parallel.
Poll Interval (s)?Poll IntervalSeconds between REST API quote polls when WebSocket is disabled. Lower = more responsive.
Reconcile (min)?ReconciliationHow often the engine syncs its state with Alpaca positions to catch phantom fills or missed orders.
Limit Orders?Limit OrdersUses limit orders instead of market orders for better fill prices. Falls back to IOC if not filled.
Limit ATR Mult?Limit ATR MultiplierOffset for limit order price from the current quote, as a fraction of ATR. Lower = tighter limit price.
Bar Magnifier?Bar MagnifierPeeks at intra-bar price action before candle close to detect early SuperTrend flips.
Min Bars Before Peek?Min BarsNumber of 1-minute bars (from the WebSocket feed) that must arrive within the current candle window before the magnifier starts peeking for early signals. E.g., with a 5m candle and min bars = 4, the magnifier activates after bar 4 of 5 (~1 min early).