From c3828eff15f85333b8ec2dafed3fc645f05281ce Mon Sep 17 00:00:00 2001 From: momentum dev Date: Sat, 18 Jul 2026 21:53:57 -0500 Subject: [PATCH] =?UTF-8?q?exits:=20manage=20every=204s=20not=2012s=20?= =?UTF-8?q?=E2=80=94=20kill=20the=20give-back=20on=20fast=20small-cap=20ro?= =?UTF-8?q?und-trips?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Owner's real complaint: late exits gave back gains. Exits ran on the slow scheduler at 12s while entries run on the 4s fast thread — exits were 3x slower than entries. A small-cap can spike and round-trip inside 12s. Drop TRADING_EXIT_MANAGE_INTERVAL_SECONDS to 4s (config, reversible, both compose files). Deeper fix (exit mgmt on the sub-second trigger thread) planned separately. Entry chase-tail (24% fill >5% above break) is the next investigation. Co-Authored-By: Claude Fable 5 --- deploy/docker/truenas-compose.yml | 1 + docker-compose.yml | 1 + 2 files changed, 2 insertions(+) diff --git a/deploy/docker/truenas-compose.yml b/deploy/docker/truenas-compose.yml index 8e2939a..8f9da19 100644 --- a/deploy/docker/truenas-compose.yml +++ b/deploy/docker/truenas-compose.yml @@ -77,6 +77,7 @@ x-app: &app TRADING_REGIME_GATE_P_MIN: '0.5' TRADING_EXIT_TRAIL_AFTER_R: '1.0' TRADING_EXIT_TRAIL_MODE: 'prior_low' + TRADING_EXIT_MANAGE_INTERVAL_SECONDS: '4' # 12->4s: react to fast small-cap round-trips (was giving back gains) TRADING_EXIT_TRAIL_R_STEP: '0.25' TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025' TRADING_MAX_BACKOUTS_PER_SYMBOL: '3' diff --git a/docker-compose.yml b/docker-compose.yml index d3516c1..ec248dc 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -45,6 +45,7 @@ x-app-env: &app-env # inherit them harmlessly. TRADING_EXIT_TRAIL_MODE: "prior_low" TRADING_EXIT_TRAIL_AFTER_R: "1.0" + TRADING_EXIT_MANAGE_INTERVAL_SECONDS: '4' # 12->4s: react to fast small-cap round-trips (was giving back gains) TRADING_EXIT_TRAIL_R_STEP: "0.25" TRADING_EXIT_BREAKEVEN_R: "1.0" TRADING_EXIT_PROFIT_TIERS: "8:3,15:9,25:18,40:30"