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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@@ -103,6 +103,10 @@ export interface AccountState {
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notional: number;
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volatilityPerDay: number;
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winProbability: number | null;
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/** Expected swap a winning leg pays, added to its take-profit. */
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swapReserve: number;
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/** The broker's leverage on the symbol (5 = 5:1); null when unstated. */
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leverage: number | null;
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} | null;
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/** Actual profit target to hit — max(stage profit target, consistency realTarget = maxDay/consistency). */
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effectiveProfitTarget: number | null;
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