Tradovate moves each account's cash record to the new trade date on its own
schedule, an idle one perhaps not until it trades, and the bot holds any
account still on the old day until 5:45. Opening at 5:05 fired the ready
accounts alone (TopstepX, the early rollers) while the rest, released at
5:45, waited an hour or more for them to go flat. A 5:45 open puts every
account in the first batch and skips the open's widest spreads. The day's
0–180 minute delay still comes on top: first entries land 5:45–8:45 PM.
Every-day firms keep their own 5:05 PM end of the roll guard; the equity
hours open is unchanged. The draw's session progress now starts at 5:45.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The day's delay was 1–20 minutes. It is now 0–180, so the evening open
lands anywhere from 5:05 to 8:05 PM CT. The day's roll is saved as a
setting: with a three-hour window, a restart during the wait (an update, a
crash) would otherwise roll again and could start the session early.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
fireLeg clamped the order to the instrument's max and min size, but the
size the pick ranked by (and the Firms page shows) didn't: an instrument
whose largest order falls short of the ideal notional ranked on a hold it
can't reach. planLegSize now holds the notional to the margin cap and the
broker's largest order, then its smallest, so the ranking, the stats and
the trade agree.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The rule is: when hitting the day's loss limit would leave the account 15%
of that loss or less above its max-drawdown floor, ride without a
daily-loss stop. It had compared against the stop-out after the 10%
reserve, which made it stricter — $3,294.70 to the floor with $3,000 of
daily room (9.8% left) wasn't a last stand, and now is.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- lib/instrument-specs.ts (pure, tested): the CME specs — point value,
tick size, one-tick spread, Yahoo ticker — replacing POINT_VALUES; the
draw's maths; the 12-hour hold cap; the micro for drain and extra-day
legs; reading a firm's list (the master's, or the old rules against an
older master: this machine's enabled set less bans, the symbol map).
- lib/instruments.ts: the one module the trading paths ask. Measures every
future's daily move from Yahoo's hourly candles once per trade date, and
shows entry cost (a tick of spread plus Tradovate's fee parameters or
TopstepX's last measured fill) without ever choosing by it.
- Futures Auto draws one root per batch from the batch firm's list: movement
per dollar of spread early in the session with a 10% floor each, sliding
to the fastest movers by the last entry; nothing expected to hold 12h or
more; micros only if nothing else is listed. Every draw logs its odds.
- The batch is chosen before its instrument, and a group that can't trade
anything yields to the next. Copy trade matches the held contract against
the listed roots and won't copy an instrument it can't identify. Manual
legs, manual orders and drain/extra-day legs follow the lists.
- DXtrade firms rank their own list whatever root was drawn.
- Capabilities, the dashboard's trade bar and contract resolves follow the
lists; the trade bar and scheduler default to Auto. The master link
reconnects when master_dashboard_url changes, and the catalog drops
?since after a switch so two masters' versions can't collide.
- Reports carry each futures firm's instrumentStats for the master's Firms
page; GET /api/instruments shows them (?simulate=N runs the draw, no
orders); the Settings page shows the lists read-only.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- A batch sizes its leg on every mapped candidate, each at the leverage
the broker states for it, and trades the cheapest (spread, commissions,
expected swap) that reaches the target hold — else the quickest. The
dashboard ranks the same way from a half-hourly candidate survey.
- Last stand: when a daily-loss stop-out would leave the account within
15% of that loss above its max-drawdown floor (the account type's static
max loss, or the broker's liquidation floor), the leg carries no
daily-loss stop and is sized against the firm's own breach.
- The daily-loss reserve is 10% of the limit or 0.1% of the position,
whichever is more, since a stop's slippage grows with the position.
- The account type's max notional is gone: the broker's margin rates cap
each symbol. planLegSize holds the one sizing rule fireLeg, the pick and
the dashboard share.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- 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>
The symbol map's fixed notional per contract is gone: every DXtrade leg is
sized from the instrument's recent volatility for the firm's target hold
(blank = 12 h), and a candidate without a volatility isn't picked. Percent
commission and every-day trading are ignored on non-DXtrade firms, which keep
measured per-contract fees and the CME calendar.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- DXtrade client (lib/dxtrade-class.ts): REST session login with lockout-safe
backoff, 60s sync of accounts/metrics/positions/orders/transfers, history and
fund transactions from cash transactions, day-start balance at the 22:00 UTC
reset, CLOSE-by-positionCode exits (native OCO group, else a stop-first
emulated pair), a cross-account hedge guard, stray-order reaper.
- Instrument selector: the firm's symbol map lists candidate symbols per CME
root; the cheapest tradable one per unit of recent hourly volatility wins
(spread + 2x commission [+ financing] / sigma).
- Fees: a firm's commission % of notional prices every fee off the fill; the
take-profit is solved in closed form so the leg nets its target.
- Hard daily loss limit per account type: every leg carries a stop keeping the
firm's day inside the limit less a 10% reserve and both fees (rounded in);
a green day never widens it; no room or a refused bracket flattens.
- Notional sizing where the platform prices positions: target-hold volatility
sizing or the symbol map's fixed notional, under a per-type notional cap.
- Every-day firms trade weekends/holidays; the scheduler runs lanes (futures,
one per DXtrade firm) with their own hours, flat gate, mutex and batches.
- The catalog sync skips platforms this build doesn't know instead of treating
them as Tradovate. One shared fireLeg replaces the duplicated batch/copy code.
- npm run check: fee/stop/sizing/hours/selector checks; scripts/dxtrade-smoke.mjs
confirms the API against a real login before trading.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- Both clients track which accounts this process has loaded history for
(historyReady). An account restarted, rebuilt, wiped or newly listed is
ineligible until its fetch lands, instead of trading as a fresh stage-1
first day; a failed fetch with no cache no longer reads as empty history.
Waiting accounts get a targeted fetch on the next sync.
- Tradovate holds an account whose start-of-day balance moves without a fill
(a payout between hourly Cash History runs) until a Cash History books it,
so a payout-pending account isn't re-traded on its ended cycle.
- Wipe routes forget history through the client and count accounts whose
history didn't come back as failures.
- TopstepX sendOrder picks up a fill that arrived before the place response,
and its REST backstop uses the documented Trade/search and Order/search.
- POINT_VALUES: SI 5000 (was 50), M2K 5 (was 10).
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Only the drain cycle's first day draws from the $4-$15 grid. Under a
consistency rule, later days follow the standard consistency math and
the day that can close the cycle aims at the midpoint of the amounts
that close it, so accounts drained together finish together whatever
their first draw.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
When a fund transaction starts a new cycle (the days revert to 0), the
cycle it ended is checked against the completion rule for a week after and
named if it stood complete — its final day may never have been reported.
Only for a cycle this instance saw begin: the clients now note where the
ended cycle started as they move last_fund_date forward. Completions carry
the cycle they belong to, and each firm reports its whole account list so
the master can tell erased accounts and spot new funded ones.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
cycleCompletion() says whether today's P&L finished the current cycle
(profit target, consistency and minimum days all met) — projectPerfectPath's
completion probe run without and with today. The reporter counts those as
`completed` (a subset of targetHit) and sends their names, so the master
can keep an account a firm erases after it passes. Checked ahead of the
lockout branch: a firm locking a passed account is no DLL loss. The local
dashboard shows them with a purple Completed pill.
Because the master keeps a completion for good, doubtful reads stay
'none': weekends, a Monday with a weekend-dated row, the first minutes
after the 5 PM roll, and history that hasn't freshly loaded.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A drain stage zeroed consistency, so the payout was planned (and the
account stopped trading) as soon as the min days were booked — even when
the cycle's biggest day still exceeded the firm's ratio (Topstep holds
its 40% through the drain). Carry stage.consistency into the effective
config and keep booking drain days until the cycle total covers
maxDay / consistency.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
projectPerfectPath worked on the raw daily P&L, so for a combining firm a
holiday-session trade (e.g. the Labor Day session) counted as its own
trading day — an account one real day short of its min days looked
complete and anchored its payout to the last traded day. The projection
now folds sessions through combineCmeSessions like the live path, and
projected days skip dates that clear into the next full day.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
A completed cycle's payout now lands on its last traded day (requestable
after that session's close) instead of whatever day the projection ran —
a Friday finish viewed over the weekend stayed pinned to Sunday. Also
stop inserting the platform's stale weekend realizedPnL as a Sat/Sun
P&L row, which fabricated an extra qualifying day and made accounts one
day short look already complete.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
23 deterministic values per (account, date) instead of $5/$10/$15; the
qualifying floor moves to the grid minimum so every draw counts toward
the cycle. The per-stage min-day field no longer drives the amount.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
A payoutable account with no withdrawal stages (e.g. MFFU same-equity)
now withdraws its share and re-targets the same equity each cycle instead
of stopping after the first payout. Non-payoutable evals still stop at
one completion.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
When target and min trading days are already satisfied, the payout fires
on the current trade date instead of being pushed to the next session —
so an account that has already hit its target with its days in shows the
payout as requestable now.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- projectPerfectPath books each cycle's payout ON its final trading day
and anchors ruin probabilities to the platform's real liquidation floor
(Tradovate auto-liq) when reported, else the configured trailing
drawdown with the maxLoss/$2,000 fallback
- Account calendar shows the cumulative reach % on every projected day,
caps the projection at two payouts ahead, and renders potential days
as dashed outlines instead of shaded cells
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
projectPerfectPath prices every projected withdrawal as
min(withdrawalPct × equity profit, cap) × profit split, and tracks the
cumulative probability of reaching it under the fair-walk ruin model —
room/(room + dayTarget) per day (the per-leg product telescopes), trailing
threshold locked at breakeven after the first withdrawal, no obfuscation
branches. The reporter attaches the first 6 payouts per account so the
master's payout calendar renders real amounts and probabilities instead of
one static expectedPayout.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- TopstepXClient (ProjectX Gateway): API-key auth, SignalR user hub,
Trade/search daily P&L, emulated OCO exits, books-invariant
withdrawal detection for $0-start accounts
- Platform-aware client pool, credentials (api_key column), and
credential form; $0-size account types match by prefix alone
- Drain stages: min-day ($5-$15 randomized) MNQ legs for the
configured days, then wait for the 50% withdrawal; stage pills
show 'Stage N – Drain'
- Account calendar projects the perfect path: future days book their
planned targets, simulated 50% withdrawals, payout marker
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
When an account type opts in, legs are placed as an OCO pair via
order/placeoco - the usual limit plus a stop: the first cycle day's stop
keeps the day's net floor at -$1,000, min-day trades stop at 2x their
target, and the day after any red day rides stopless to make it back. A
stop-out books the day: eligibility refuses the account once realized
P&L falls short of the legs fired (or is simply negative on an opted-in
account, which survives restarts). If placeoco is rejected the leg falls
back to the classic lone limit with a loud log rather than leave a
position without an exit.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Big days (> the $1,700 split threshold) must carve at least the account
type's minLegs from the catalog — pickLegAmount reserves the minimum
piece for each leg still owed, forcing a carve even once the residual
dips below the threshold, clamped to what the pieces allow. Days at or
below the threshold still trade as one leg. The smallest split piece
drops from $800 to $500. An older master without the field means no
minimum.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Like accounts in a batch previously carved legs with independent
Math.random, so near-identical day targets could split very differently.
Leg fractions are now drawn from groupLegFraction(prefix, tradeDate,
legIndex) — FNV-1a seeded like dailyBump — so accounts of the same
account type on the same leg of the same day split identically when
their remaining targets match, and proportionally close otherwise.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Cash History rows can carry a weekend calendar date (Sunday-evening
activity attributed pre-roll), and those slipped through the holiday
combining as their own trading day — accounts traded only across the
Labor Day Sun/Mon/Tue stretch read 2/5 instead of 1/5. Weekends never
clear at CME any more than holidays do, so treat Saturday and Sunday as
unsettled dates and roll them forward with the rest of the stretch.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Account types with the catalog's new combineCmeHolidays flag are read
through a combined-day view: holiday-session P&L entries fold into the
next full trading day (computed from the federal-holiday rules, so any
year works), the day count matches how the firm records it (Apex: Sun/
Mon/Tue around a Monday holiday is ONE day), and on the later sessions
of the stretch the earlier sessions' booked P&L carries into realized —
so day targets, already-traded gates, target-hit status and the panel's
day P&L all treat the stretch as a single day. Off by default; older
masters that don't send the flag behave exactly as before.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
When the master marks an account type splitEnabled=false, big days trade
as one unsplit leg (the legacy one-and-done behavior); min-day bumps are
unaffected. Missing field — older master or pre-toggle cached catalog —
defaults to enabled.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Big days (> $1700) now trade as multiple separate legs of random size
(each >= $800, $5-rounded), resumable across pauses since the remaining
target is derived from realized PnL against a day-anchored target.
Min-day targets get a deterministic random $0-25 bump seeded per
(account, trade date) so the dashboard, reporter, and orders agree.
Strict-consistency accounts randomize only their first trade ever.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The consistency cap was using profitTarget × consistency, which is
correct only when starting equity = 0 (fresh stage). After a loss within
a cycle, the cap should still respect the cycle's intended net total.
Now computes:
cycleStartEquity = equityProfit − tradingProfit (constant per cycle)
cycleNetTarget = profitTarget − cycleStartEquity
maxConsistencyDay = cycleNetTarget × consistency
This way prior losses don't expand the daily cap. For PAAPEX stage 2
with -$3000 day 1 and $7100 target: today's cap = $1421.95 (50% of the
cycle's $2843.90 net target), preserving consistency at exactly $7100.
Stage 1 behavior unchanged (cycleStartEquity = 0 → cycleNetTarget = profitTarget).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Replaces min() with max(). Both bounds need to be respected on different
sides:
- Below profitTarget × consistency: cap allows growth up to that ceiling
- Above profitTarget × consistency: consistency is already broken at target,
cap must equal maxDay (going higher creates a new maxDay requiring
even more total to satisfy consistency)
For TDFYSL50724548525 ($3000/40%, maxDay $36.96): target = $1200
For a day-1 $1500 win on same config: target = $1500 (must grow to $3750)
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Caps consistencyCap at the largest day the consistency rule would have
allowed (profitTarget × consistency). Prevents previous overshoots or
losses from expanding future targets beyond what consistency permits.
Day 1: min(remaining × consistency, profitTarget × consistency)
Day 2+: min(maxDay, profitTarget × consistency)
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
When a big day has been made, total trading profit must be >= maxDay/consistency
for the consistency ratio to be satisfied. Previously the function only
checked equity vs profitTarget and would coast on min-day even when
consistency was still violated.
Now the remaining = max(equityShortfall, consistencyShortfall).
Per-stage: dailyPnL is already filtered to post-withdrawal entries by
filterActivePnL, so tradingProfit, qualifyingDays, and maxDay naturally
scope to the current stage.
Example PAAPEX5466170000038 (consistency 50%, maxDay $3307.60, total $3306.05):
- equityShortfall = 0 (equity way above $6600 target due to $150k deposit)
- consistencyShortfall = $6615.20 - $3306.05 = $3309.15
- Target now aims for $3309.15 spread across remaining days, not $350 min-day
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
computeDailyTarget now requires equityProfit (amount - accountSize) and
returns null when it's undefined/null/NaN. 0 is still a valid value.
- Removed totalProfit parameter (was only used as fallback)
- Callers handle null by skipping the account (eligibility) or throwing
(execution paths)
- State API sets dailyTarget to null when no valid balance, avoids
incorrect targetHit computation
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Replaces the tangled first_day/consistency/min-day branches with a
cleaner flow:
1. If profit target met, coast on min-day (or nothing)
2. Compute cappedByFuture (reserve future min-days)
3. Compute consistencyCap:
- Day 1 of cycle: remaining × consistency
- Day 2+: current maxDay
- 0/100% consistency: no cap
4. Combine and floor at minDayPnL when mandatory days remain
Fixes a bug where Stage 2+ Day 1 used the full profitTarget × consistency
instead of remaining × consistency, allowing day 1 to exceed 50% of
cycle-local profit.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
When consistency is between 0 and 1 (exclusive) and profitTarget not met,
the daily target should cap at maxDay (can't exceed the current max without
breaking the consistency ratio). The previous 'needed' calc could return
less than maxDay, stalling progress toward profitTarget.
Also restored Math.min(baseAmount, cappedByFuture) in the min-day
reservation so consistency is enforced when both mandates are active.
Traces:
- 0 days, $11111 target, 50%: first_day $5555.50, cappedByFuture $10511
-> consistencyCap = min($5555.50, $10511) = $5555.50 ✓
- 3 days, $5946.44 equity, maxDay $2415.20, 50%: baseAmount $2415.20,
cappedByFuture $5014.56 -> min = $2415.20 ✓
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Previously Mode A computed effective target = profitTarget - (priorProfit
+ totalWithdrawals), which produced inflated targets after withdrawals.
Since computeDailyTarget now uses equityProfit (amount - accountSize)
directly, Mode A just needs to return the base profitTarget unchanged.
The equity-based comparison naturally handles 'get back to same target
above accountSize' semantics.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
When a withdrawal stage has minTradingDays unset (0 or missing), use
the account's base minTradingDays instead of overriding to 0. This
was causing min-day reservation to skip and return consistency-based
targets instead of the min-day floor.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Instead of relying on dailyPnL sum (which can miss reports or be out
of sync with account balance), use (amount - accountSize) as the actual
profit when comparing against profitTarget. Consistency calc still uses
dailyPnL totalProfit for realTarget.
Also unconditionally floor the min-day reservation at minDayPnL — if
equity + (days × minDay) >= target, we coast on min-day.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The min-day block was capping the target at baseAmount (consistency-derived)
via Math.min(baseAmount, cappedByFuture), which could produce a target too
low to hit profitTarget with min-day reservations for remaining days.
Now uses cappedByFuture directly so the target always stays on track to
hit profitTarget when there are remaining mandatory days. Consistency can
still be enforced via the firm's consistency setting (1.0 = no cap).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
When totalProfit >= profitTarget, set baseAmount = 0 so the min-day
reservation block takes over. This returns effectiveMinDay ($150) for
remaining mandatory days instead of climbing toward maxDay/consistency.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
computeDailyTarget was only solving for consistency (realTarget =
maxDay / consistency). When realTarget < profitTarget, the function
would stop trading before hitting the actual profit goal.
Now uses Math.max(realTarget, profitTarget) - totalProfit as the
remaining needed, capped at maxDay for the daily target.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Math.max(baseAmount, effectiveMinDay) ensures the floor is always
enforced when minDayPnL > 0, not just inside the min-day reservation block.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Bug fixes:
- Fix computeDailyTarget when consistency is 0% or 100%: treat as no constraint,
letting min-day reservation or full remaining profit drive the target
- Rename 'Random' to 'Auto' across entire codebase (types, API, UI, scheduler)
Features:
- Add "Stop after all eligible" checkbox: auto-stops scheduler when all
configured accounts are dead, inactive, already traded, or challenge complete
- Show position direction in status pill: "Long" (green) / "Short" (red)
instead of generic "In Trade" (blue)
- Add "Copy to Max" button: copies current trade direction to remaining
eligible accounts up to max_concurrent_accounts limit
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Add withdrawal stage system: each stage defines profit target, consistency,
and min trading days for post-withdrawal challenge cycles
- Target Same Equity mode accounts for withdrawn amounts when computing
effective profit target (profitTarget - remainingProfit)
- Store fund transaction timestamps for time-aware cycle filtering
(withdrawals before 9 AM CT include that day in new cycle)
- Expose full P&L history (fullDailyPnL) for calendar/equity curve display
across all cycles, with DB fallback for pre-restart data
- Show stage number (#1, #2, etc.) on calendar cells
- Hide consistency reference line when consistency is 0% or 100%
- Settings UI: "After First W/D" column with same-equity checkbox,
expandable stage sub-rows with profit/consistency/days inputs
- Default target_same_equity to 1 for new and existing account configs
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Replace fill/ldeps and fill/list approaches with Tradovate reports API
- Add bearer auth to getreport polling (root cause of prior 404s)
- Use endDate = tomorrow to ensure current-session fills are included
- Count all traded days when minDayPnL is 0, otherwise count days >= minDayPnL
- Add PATCH /api/debug endpoint for proxying raw Tradovate API calls
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
trading-logic: when baseAmount=0 (consistency=0%), target cappedByFuture
directly instead of collapsing to minDayPnL. For a $4000 target with $150
min-day and 5 days, day 1 now correctly targets $3400 ($4000 - 4×$150)
then $150 for each remaining mandatory day.
tradovate-class: make fetchDaysTraded() public so auto-trade can call it
immediately after a trade exits. Fix daysTraded to count only positive-P&L
days from the FIFO results, consistent with computeDailyTarget's
positiveDays.length — previously counted all raw fill dates.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
