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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@@ -393,8 +393,11 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned }: {
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{account.holdEstimate && (
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<span
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className="text-slate-500"
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title={`Next leg on ${account.holdEstimate.symbol}: $${Math.round(account.holdEstimate.notional).toLocaleString()} notional at today's measured volatility of ${(account.holdEstimate.volatilityPerDay * 100).toFixed(2)}%/day`
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+ (account.holdEstimate.winProbability !== null ? `, wins ~${Math.round(account.holdEstimate.winProbability * 100)}% of the time` : '')}
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title={`Next leg on ${account.holdEstimate.symbol}: $${Math.round(account.holdEstimate.notional).toLocaleString()} notional`
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+ (account.holdEstimate.leverage !== null ? ` (${account.holdEstimate.leverage}:1 max)` : '')
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+ ` at a measured volatility of ${(account.holdEstimate.volatilityPerDay * 100).toFixed(2)}%/day over the past week`
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+ (account.holdEstimate.winProbability !== null ? `, wins ~${Math.round(account.holdEstimate.winProbability * 100)}% of the time` : '')
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+ (account.holdEstimate.swapReserve > 0 ? `; its take-profit carries ~$${fmt(account.holdEstimate.swapReserve)} of expected swap` : '')}
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>
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{' · hold ~'}{account.holdEstimate.hours < 48 ? `${Math.round(account.holdEstimate.hours)}h` : `${(account.holdEstimate.hours / 24).toFixed(1)}d`}
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</span>
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