Legend
- Red nodes → Blocking decisions
- Green nodes → Allowed operations
Pyramiding Rules
- Payout Processing: Always blocks pyramiding
- Consistency Cap: Blocks if daily P&L >= buffered cap
- Soft Threshold: Blocks if daily P&L >= soft threshold (85% of cap)
- Profitability: Only allows adds to profitable positions
- R Multiple Triggers: Must be at configured R multiple (e.g., 0.5R, 1.0R)
- Max Adds: Respects maximum number of adds per position
- Portfolio Risk: Add must not exceed portfolio risk limits
Consistency Rule Integration
- Consistency rule applies to pyramiding even if
consistency_mode is not disable_pyramiding
- Soft threshold (85% of buffered cap) blocks pyramiding before hard cap
- Hard cap (buffered best day limit) always blocks pyramiding