eezd 250b16b389 Place limit entries as soon as a demo plan is adopted (plan 3.2)
- The model gives a zone and a limit price inside it (below the mark for
  longs, above for shorts); the executor places the GTC limit order with
  the reduce-only stop right away instead of waiting for a 5m
  confirmation and entering at market, so entries pay maker fees
- Stop beyond the far edge of the zone by 0.5 x ATR14(5m), computed with
  the quantity at submission and rejected above 1%
- Unfilled limits are cancelled at expiry; a rejected entry cancels the
  plan instead of being retried every round
2026-10-15 17:13:55 +08:00
2026-10-14 11:24:41 +08:00
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新闻、行情与交易信号研究工作台
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