momentum devandClaude Opus 5.5
8dc97a53f8
It sells as soon as any trade prints at or through the stop, or below the 6% trail once +1R, walking the new prints in order exactly as the validated simulator does. Whichever acts first wins: the broker stop or this one. Why: Alpaca's paper engine filled triggered stops 6-60 s late on 2026-09-30 (CMCT, PWCM; judge.review), which makes the trial look worse than the simulation for reasons that are not the strategy's. Brokers also run no stop orders outside regular hours, so any premarket trading needs this. JUDGE_SOFT_STOP=0 turns it off. judge.review treats soft_stop/soft_trail as stop/trail. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01B3PXXn2tHBzdv6rYtGPz86