jgrusewski 7e1995d0ad feat(ml-backtesting): trail-TP trigger with HWM ratchet in stop_check_isv ...

trail_distance = max(pnl_ema_win, atr_mid_ema). HWM ratchets up via
fmaxf each event while position open; trail fires when HWM clears
the arming threshold AND unrealized drops by trail_distance from
HWM. Same force-flat (3, 0) write as SL.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-20 00:08:48 +02:00

..

book_update.cu

feat(ml-backtesting): ATR-EMA on mid-price in book_update_apply_snapshot

2026-05-19 23:49:02 +02:00

decision_policy.cu

feat(ml-backtesting): trail-TP trigger with HWM ratchet in stop_check_isv

2026-05-20 00:08:48 +02:00

lob_state.cuh

feat(ml-backtesting): resting orders + stops + OCO + audit ring (C11)

2026-05-18 09:15:24 +02:00

order_match.cu

feat(ml-backtesting): order_match immediate market-fill kernel + Pos accounting

2026-05-18 08:33:16 +02:00

pnl_track.cu

feat(ml-backtesting): detect_close_transitions_batched kernel (P3)

2026-05-19 17:04:42 +02:00

resting_orders.cu

feat(ml-backtesting): threshold gate + per-fill cost integration (P4)

2026-05-19 17:13:29 +02:00