Vest: stops reserve 0.02% of the position for slippage, not 0.1%

A platform may now state its own stop slippage share
(PlatformClient.stopSlippageFraction); the daily-loss reserve is the
larger of 10% of the limit and that share of the position. Vest's 9
measured stop-outs filled 0.9 points past the trigger on average and
2.25 at worst, against the ~30 points 0.1% held back. On a $1,400 day
with ~$495k of NDX the stop goes from ~$880 to ~$1,230, and the leg
sizes up for the same hold. Sizing, the placed stop, the dashboard's
next stop and the reset guard all use it; other platforms keep 0.1%.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-27 11:34:27 -05:00
co-authored by Claude Opus 5.5
parent f0c1569d96
commit beddbdcf6c
11 changed files with 75 additions and 18 deletions
+1 -1
View File
@@ -167,7 +167,7 @@ per-contract fees and the CME calendar.
Per account type, in the **Hard Daily Loss** column: the **daily loss limit**
(Tradeify: 3% of size — every leg then carries a stop that keeps the firm's
day inside it, less fees and a reserve of 10% of the limit or 0.1% of the
position, whichever is more) and the **static max drawdown** (Tradeify
position, whichever is more — 0.02% on Vest, whose stops fill closer) and the **static max drawdown** (Tradeify
1-Step: $6,000 on 100K). When hitting the day's loss limit would leave the
account within 15% of that loss above its max-drawdown floor, the leg is a
*last stand*: no daily-loss stop, running to its take-profit or the firm's