Files
momentum-system/runtime
momentum devandClaude Opus 4.8 0870bb780f Exit manager: re-anchor a breakeven carry's +0.25R trail to TODAY's opening range
Per the operator: a carried position sitting at breakeven shouldn't ladder off its stale
overnight entry. When a held position is at breakeven+ with no real R, the +0.25R trail
now RE-ANCHORS to today's opening range — reference = the session open, R = the first
5 RTH bars' high-low — so the stop tracks today's move from the open and locks in tighter
than the wide entry-based synthetic R. Until the opening range forms (first ~5 min) it
trails off the synthetic fallback R, then re-anchors once (one-shot, tracked in
_open_anchored; cleaned up when the position closes). The stop only ever ratchets UP and
never drops below the live breakeven. 1 test added (re-anchors + ladders tighter than the
synthetic); 11/11 exit-manager tests green.

For KEEL: at tomorrow's open its stop ladders up from the open's range instead of dangling
at the $5.56 breakeven.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-30 09:38:13 -04:00
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