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Consistency Rule Flow

Legend​

  • Red nodes → Blocking decisions
  • Green nodes → Source-of-truth operations
  • Yellow nodes → Warning/flag states

Consistency Rule Calculation​

  1. Best Day Cap: profit_target_dollars * consistency_best_day_pct (default: 50%)
  2. Buffered Cap: bestDayCapUsd * consistency_buffer_pct (default: 98%)
  3. Soft Threshold: bestDayCapBufferedUsd * consistency_soft_threshold_pct (default: 85%)

Trading Session Boundary​

  • Session Start: 5:00 PM ET (configurable: trading_day_start_hour=17)
  • Timezone: America/New_York (handles DST automatically)
  • Calculation: Uses Luxon DateTime for timezone-aware date math
  • Session Day Key: ISO date of current trading session

Mode Behavior​

  • hard_block: Blocks entries at soft threshold
  • no_new_entries: Blocks entries at soft threshold
  • disable_pyramiding: Allows entries but disables pyramiding at soft threshold

Example​

  • Profit Target: $9,000
  • Best Day Cap: $4,500 (50%)
  • Buffered Cap: $4,410 (98% of $4,500)
  • Soft Threshold: $3,748.50 (85% of $4,410)
  • If realizedPnLToday = $4,400: Entry blocked (above buffered cap)
  • If realizedPnLToday = $3,800: Entry blocked if hard_block or no_new_entries, or allowed with pyramiding disabled if disable_pyramiding