Legs: cheapest symbol that reaches the target hold, last stands, a reserve that grows with size

- A batch sizes its leg on every mapped candidate, each at the leverage
  the broker states for it, and trades the cheapest (spread, commissions,
  expected swap) that reaches the target hold — else the quickest. The
  dashboard ranks the same way from a half-hourly candidate survey.
- Last stand: when a daily-loss stop-out would leave the account within
  15% of that loss above its max-drawdown floor (the account type's static
  max loss, or the broker's liquidation floor), the leg carries no
  daily-loss stop and is sized against the firm's own breach.
- The daily-loss reserve is 10% of the limit or 0.1% of the position,
  whichever is more, since a stop's slippage grows with the position.
- The account type's max notional is gone: the broker's margin rates cap
  each symbol. planLegSize holds the one sizing rule fireLeg, the pick and
  the dashboard share.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-26 18:26:12 -05:00
co-authored by Claude Opus 5.5
parent a2d9df5ba4
commit a2cd3a94c9
12 changed files with 477 additions and 172 deletions
+6 -2
View File
@@ -387,8 +387,11 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned }: {
{account.nextStop !== null && (
<span className="text-amber-600" title="The next trade's stop — dollars of price movement it may lose before booking the day (fees come on top; the daily-loss stop already reserves for them)"> · stop ${fmt(account.nextStop)}</span>
)}
{account.lastStand && (
<span className="text-red-600" title="Last stand: a daily-loss stop-out would leave this account within 15% of that loss of its max-drawdown floor — nothing left to trade on — so the next leg carries no daily-loss stop and runs to its take-profit or the firm's breach"> · no stop (last stand)</span>
)}
{typeof account.dllRoom === 'number' && (
<span className="text-slate-500" title="Hard daily loss limit: what the firm's day may still lose before a breach. 10% of the limit is never spent."> · DLL room ${fmt(account.dllRoom)}</span>
<span className="text-slate-500" title="Hard daily loss limit: what the firm's day may still lose before a breach. A reserve — 10% of the limit, or 0.1% of the position if larger — is never spent."> · DLL room ${fmt(account.dllRoom)}</span>
)}
{account.holdEstimate && (
<span
@@ -397,7 +400,8 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned }: {
+ (account.holdEstimate.leverage !== null ? ` (${account.holdEstimate.leverage}:1 max)` : '')
+ ` at a measured volatility of ${(account.holdEstimate.volatilityPerDay * 100).toFixed(2)}%/day over the past week`
+ (account.holdEstimate.winProbability !== null ? `, wins ~${Math.round(account.holdEstimate.winProbability * 100)}% of the time` : '')
+ (account.holdEstimate.swapReserve > 0 ? `; its take-profit carries ~$${fmt(account.holdEstimate.swapReserve)} of expected swap` : '')}
+ (account.holdEstimate.swapReserve > 0 ? `; its take-profit carries ~$${fmt(account.holdEstimate.swapReserve)} of expected swap` : '')
+ `. Expected cost ~$${fmt(account.holdEstimate.cost)} (spread, commissions, swap) — the cheapest candidate that reaches the target hold`}
>
{' · hold ~'}{account.holdEstimate.hours < 48 ? `${Math.round(account.holdEstimate.hours)}h` : `${(account.holdEstimate.hours / 24).toFixed(1)}d`}
</span>