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momentum-system/strategy
momentum devandClaude Opus 4.8 638843ca3a Account-aware sizing: size off REAL equity + buying-power & liquidity caps
For going live on a SMALL real account ($300). The sizer assumed a $100k
default -> at $300 it would size $1,000 positions and get rejected. Now:
- _current_equity() reads actual broker equity (cached get_account) and sizes
  off it, so a $300 account sizes for $300.
- max_position_value caps each position to ~1/3 of equity (TRADING_MAX_POSITION_PCT)
  so N positions fit buying power.
- max_shares liquidity cap (TRADING_LIQUIDITY_MAX_VOLUME_PCT * day volume) wired
  through the trigger book -> submit_breakout_now; off at small size, for scaling.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 16:52:22 -04:00
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