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>
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Claude Opus 5.5
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@@ -1,9 +1,9 @@
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/**
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* The hold this machine sizes DXtrade legs for. Every person's machine would
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* otherwise size a like account in a like state to the same position as
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* everyone else's; each person's own draw (personHoldHours) puts their sizes
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* within ±PERSON_SIZE_SPREAD of the plan instead, the same for all of their
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* accounts and new each trade date.
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* The hold this machine sizes DXtrade and Vest legs for. Every person's
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* machine would otherwise size a like account in a like state to the same
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* position as everyone else's; each person's own draw (personHoldHours) puts
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* their sizes within ±PERSON_SIZE_SPREAD of the plan instead, the same for
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* all of their accounts and new each trade date.
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*/
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import { getSetting } from './db';
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@@ -15,7 +15,7 @@ function personKey(): string {
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return getSetting('instance_id') || getSetting('instance_name') || '';
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}
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/** The hold a DXtrade firm's legs are sized for on this machine today. */
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/** The hold a DXtrade or Vest firm's legs are sized for on this machine today. */
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export function sizingHoldHours(
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firm: { targetHoldHours?: number } | null | undefined,
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tradeDate: string = currentTradeDateCT(),
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