Three ISV-driven reward shaping components discourage churning and
reward patience:
1. Entry cost ($15 default): subtracted when opening a new position.
Agent must expect profit > cost to justify entry. Slightly above
ES 1-tick spread ($12.50) so marginal trades are net-negative.
2. Short-hold penalty (0.5× for holds < 20 steps): multiplicative
penalty at trade close for quick flips. "Don't bail on the first
bump" — halves the reward for sub-5-second holds.
3. Hold bonus ($0.50/step × sqrt(hold_time)): per-step reward for
staying in a profitable position. "Ride the wave" — incentivizes
patience when the trade is working.
Runs BEFORE reward_scale so all costs/bonuses are in raw USD terms.
ISV slots 532-535. RL_SLOTS_END → 536.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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