MACRO THRESHOLDS
SELL
BUY
STOP
MAX LOSS / POSITION
BUY → STOP gap
MACRO MARGIN VALID
⚗ ATR ROAD TEST
Simulate buy gap (%)
Simulate stop gap (%)
Override ATR (%/day)
Margin Analysis — Portfolio
| Stock | Price | Buy | Sell | Stop | Max Loss | ATR |
|---|
News & Sentiment
Select stock → SCAN
Guardrails · Safeguards
CAPITAL LIMITS
Daily Kill ($)
Auto-halt
Daily Kill (%)
Portfolio floor
Max Trade Loss ($)
Max Position (%)
Max Daily Trades
Macro = low freq
Portfolio ($)
Min Macro Margin (%)
ATR guard floor
CRASH SAFEGUARDS
Sector Kill ($)
Group loss halt
Max Concurrent Stops
Before alert
Gap Warning (%)
Open vs prev close
OPENING BLACKOUT (AEST)
Blackout window
Early Entry Override
Conviction open — allow algo during blackout
Audit Trail