DXtrade: count closed-trade P&L, week-long volatility, broker leverage caps, swap in the take-profit
- Transfers: a close books its SETTLEMENT and COMMISSION under one transaction code, and keying by the code alone let the commission overwrite the P&L. Keys now carry the type, so the day-start balance, daily-loss room, realized P&L, daily history and books check all see closed-trade profit and loss. - Volatility from a week of hourly closes (was 48 h), still measured once per trade date, so one quiet weekend can't triple a hold estimate. - Each symbol's margin rate from the account's instrument details caps the position at available funds / rate (Tradeify: 5:1 crypto, 2:1 stocks); the account type's max notional stays as an optional ceiling. - Firms with overnight financing add the swap a winning leg is expected to pay (the winners' mean hold, (A²+2AB)/3σ²) to its take-profit, and the sizing and hold estimate count it. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Claude Opus 5.5
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@@ -116,14 +116,20 @@ per-contract fees and the CME calendar.
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- **Symbol map** — which DXtrade symbols each CME root may trade as. A `*` row
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covers every root (drain and extra-day legs trade `MNQ`, so map it or use
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`*`). When a root lists several, the cheapest tradable one right now wins:
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spread plus both commissions, divided by its recent hourly volatility.
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- **Target hold hours** — each leg's notional is sized from the instrument's
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recent volatility so its expected hold is about this long (blank = 12 h),
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and **financing %/day** if the firm charges swap.
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spread plus both commissions, divided by its volatility (hourly closes over
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the past week, measured once a day).
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- **Target hold hours** — each leg's notional is sized from that volatility so
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its expected hold is about this long (blank = 12 h). The position never
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exceeds what the account's available funds can margin at the broker's
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rate for the symbol (Tradeify: 5:1 crypto, 2:1 stocks), so a quiet market or
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a big leg can hold longer than the target.
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- **Financing %/day** if the firm charges swap (Tradeify 1-Step: `0.033`).
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Each take-profit then also carries the swap a winning leg is expected to pay
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before it fills, so a win still clears the full leg.
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Per account type: **Daily loss limit** (Tradeify: 3% of size — every leg then
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carries a stop that keeps the firm's day inside it, less a 10% reserve and
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fees) and **Max notional**.
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fees) and **Max notional**, an optional ceiling on top of the broker's margin.
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Before the scheduler trades a DXtrade firm, run the smoke test against a real
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login (with this instance's client for the firm disconnected):
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