Every number in this engine is a lever. Move one and the panel on the right shows what it does to your book, then writes the rulebook you paste into your scheduled task.
Start from
Where it runs changes the sub-tick instructions
Platform
Fire intervalhourly
Cadence is most of your trade count. Daily fires see the tape about 5 times a week; hourly sees it 120 times.
Sub-ticks per fire6The agent loops inside one fire, 5 minutes apart. This is how you get 5-minute ladder polling out of an hourly scheduler.
Size and exposure the load-bearing wall
Total notional cap3.0×Ceiling on every open position summed, as a multiple of equity. Not margin. This is the number that describes what a gap can do to you.
New position cap0.5×Default size for any single new entry.
Full-size cap, Lane A only1.0×Only a structural setup on an aged level, entered on a closed bar, with runway and depth confirmed, may go this big. Everything else stays at the cap above.
Leverage ceiling5×At a fixed notional, leverage does not change your dollar P&L at all. It sets margin posted and liquidation distance, so it buys concurrency, not risk.
Risk per trade1.0%Feeds the size formula. In practice the notional caps bind first almost every time, which is worth knowing before you touch this.
The stop a cost rule, not a caution rule
Stop floor, percent of price1.0%A stop tighter than the round trip plus slippage turns a planned −1.0R into a real −1.3R. If the setup's real invalidation is inside this floor, the setup does not exist at a tradeable size.
Stop floor, ATR multiple0.40×The wider of this and the percent floor binds. On most tape the percent term is what actually binds.
Liquidation buffer2.0×Entry-to-liquidation must be at least this multiple of entry-to-stop, checked against the exchange's reported number and never a model.
The profit ladder sell little, ratchet hard
Protect at0.5RNo scale-out. The stop moves to entry + 0.10R and from here it never sits at or below entry again.
Rung 1 trigger / sell1.0R · 10%First cash off the table. Stop moves to entry + 0.35R.
Rung 2 trigger / sell2.5R · 5%Stop moves to entry + 1.25R. Everything left after this is the runner.
Rung 3, at a double50%When mark reaches 2× entry, lock half the double. Set to 0 to remove this rung entirely.
Runner trail, ATR multiple2.0×The runner has no target, ever. The trail is the exit mechanism and it only ratchets up. Tighter is not safer here, it just ends your right tail sooner.
Lanes and protections
Soft drawdown halt20%Below peak equity, the new-entry cap drops to a quarter. It lifts on its own when equity recovers.
Hard drawdown halt35%No new entries. Existing positions keep being managed, and scale-outs are never blocked by a halt.
What this configuration does
The ladder, to scale share of the original position