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{"ts": "2026-06-10T10:12:00.687552-04:00", "symbol": "PAYX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "100.80", "bar VWAP": "100.8300", "close \u2212 VWAP": "-0.0350"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:12:00.855234-04:00"}
{"ts": "2026-06-10T10:13:02.397642-04:00", "symbol": "CTSH", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 52.78 +0.10% = 52.83; first tick 52.78; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:13:02.404804-04:00"}
{"ts": "2026-06-10T10:14:00.714999-04:00", "symbol": "WDAY", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "138.69", "bar VWAP": "139.0023", "close \u2212 VWAP": "-0.3123"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:14:08.576797-04:00"}
{"ts": "2026-06-10T10:14:01.884237-04:00", "symbol": "TTWO", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "price_cross_vwap", "skip_detail": "first tick 212.17 below VWAP@touch 212.21; gap -0.02%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:14:09.269045-04:00"}
{"ts": "2026-06-10T10:15:00.070182-04:00", "symbol": "REGN", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "price_cross_vwap", "skip_detail": "first tick 612.42 above VWAP@touch 612.04; gap -0.06%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:15:02.532837-04:00"}
{"ts": "2026-06-10T10:15:00.109877-04:00", "symbol": "CRM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "172.83", "bar VWAP": "172.8428", "close \u2212 VWAP": "-0.0128"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:15:02.660743-04:00"}
{"ts": "2026-06-10T10:15:00.332323-04:00", "symbol": "SHOP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "108.78", "bar VWAP": "108.8281", "close \u2212 VWAP": "-0.0481"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:15:02.804328-04:00"}
{"ts": "2026-06-10T10:15:00.387921-04:00", "symbol": "NOW", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "107.10", "bar VWAP": "107.1930", "close \u2212 VWAP": "-0.0930"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:15:02.933053-04:00"}
{"ts": "2026-06-10T10:15:01.560113-04:00", "symbol": "ADBE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "235.12", "bar VWAP": "235.4130", "close \u2212 VWAP": "-0.2930"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:15:03.240373-04:00"}
{"ts": "2026-06-10T10:15:04.520784-04:00", "symbol": "DDOG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "229.16", "bar VWAP": "229.4544", "close \u2212 VWAP": "-0.2934"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:15:04.530262-04:00"}
{"ts": "2026-06-10T10:17:00.127941-04:00", "symbol": "AMD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "large_gap", "skip_detail": "threshold VWAP@touch 469.40 +0.40% = 471.28; first tick 471.82; gap +0.51% > max 0.40%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:17:01.013631-04:00"}
{"ts": "2026-06-10T10:17:00.376709-04:00", "symbol": "ON", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "114.10", "bar VWAP": "114.1867", "bar open \u2212 VWAP": "-0.0867"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:17:01.201971-04:00"}
{"ts": "2026-06-10T10:17:00.504479-04:00", "symbol": "MSTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "large_gap", "skip_detail": "threshold VWAP@touch 118.35 +0.40% = 118.82; first tick 119.04; gap +0.59% > max 0.40%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:17:01.326340-04:00"}
{"ts": "2026-06-10T10:17:00.544196-04:00", "symbol": "STM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "72.81", "bar VWAP": "72.8239", "bar open \u2212 VWAP": "-0.0139"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:17:01.444267-04:00"}
{"ts": "2026-06-10T10:17:04.939272-04:00", "symbol": "TER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "366.54", "bar VWAP": "366.9240", "bar open \u2212 VWAP": "-0.3840"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:17:04.946373-04:00"}
{"ts": "2026-06-10T10:17:06.381121-04:00", "symbol": "ADSK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 221.88 +0.10% = 222.10; first tick 221.99; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:17:06.387879-04:00"}
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{"ts": "2026-06-10T10:22:00-04:00", "symbol": "VRT", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-VRT-20260610T102200-entry", "alpaca_parent_id": "d6b660e3-592f-4903-9548-61733aad3cb7", "alpaca_tp_id": "35f3615b-0bdb-4aa7-a031-bb0620c507a8", "alpaca_sl_id": "e462c456-f742-4e6e-afd1-71247a9a8d6e", "shares": 209.0, "entry_anchor_price": 289.67, "entry_price_ref": 289.6885548966008, "entry_price_fill": 290.277325, "entry_gate_price": 290.015, "entry_filled_at": "2026-06-10T14:22:03.097728+00:00", "decision_bar_wall": "2026-06-10T10:21:03.605870-04:00", "entry_confirmed_wall": "2026-06-10T10:22:00.906044-04:00", "tp_level": 293.11, "sl_level": 288.82, "entry_price_recross_trigger": 290.4805191275, "recross_enabled": true, "recross_window_end_ts": "2026-06-10T11:21:03.570254-04:00", "recross_arm_ts": "2026-06-10T10:22:03.570254-04:00", "armed_entry_price_recross": false, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-10T15:30:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": {"bar VWAP": "289.6857", "bar low": "289.67", "bar high": "290.00"}, "entry_gate_metrics": {"gap @ entry": "+0.11% = (290.01 \u2212 289.69) / 289.69", "close": "290.01 above VWAP 289.6886", "open": "290.00 above VWAP 289.6886", "trend": "breakout: with-trade bar  \u00b7  prior 2/4 adverse < 3", "anchor drift": "not checked (uncategorised)"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:22:04.001237-04:00"}
{"ts": "2026-06-10T10:25:00.242018-04:00", "symbol": "AVGO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "378.29", "bar VWAP": "377.2824", "close \u2212 VWAP": "+1.0076"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:25:01.504331-04:00"}
{"ts": "2026-06-10T10:26:00.033359-04:00", "symbol": "QCOM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "large_gap", "skip_detail": "threshold VWAP@touch 200.79 -0.40% = 199.99; first tick 199.97; gap +0.41% > max 0.40%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:26:03.137232-04:00"}
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{"ts": "2026-06-10T10:27:05.537214-04:00", "symbol": "BX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "121.09", "bar VWAP": "121.1576", "close \u2212 VWAP": "-0.0626"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:27:05.546317-04:00"}
{"ts": "2026-06-10T10:30:35.105876-04:00", "symbol": "ROP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "335.03", "bar VWAP": "335.1382", "bar open \u2212 VWAP": "-0.1096"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:30:35.113802-04:00"}
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{"ts": "2026-06-10T10:56:00.157771-04:00", "symbol": "MU", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "923.83", "bar VWAP": "923.8613", "close \u2212 VWAP": "-0.0363"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:56:03.937232-04:00"}
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{"ts": "2026-06-10T10:56:01.197632-04:00", "symbol": "TSM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "417.69", "bar VWAP": "419.0391", "close \u2212 VWAP": "-1.3491"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:56:04.780909-04:00"}
{"ts": "2026-06-10T10:56:02.169900-04:00", "symbol": "PDD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "81.68", "bar VWAP": "81.7838", "close \u2212 VWAP": "-0.1038"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:56:05.993802-04:00"}
{"ts": "2026-06-10T10:57:00-04:00", "symbol": "ORCL", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-ORCL-20260610T105700-entry", "alpaca_parent_id": "eee5bcb4-3e23-47ac-bb76-92b24f19f090", "alpaca_tp_id": "86f5eeb0-dda7-46ca-985d-8103c0fc57f9", "alpaca_sl_id": "14da90ab-a3e0-4af9-a90c-b7ee4144117e", "shares": 385.0, "entry_anchor_price": 207.005, "entry_price_ref": 206.7669801674184, "entry_price_fill": 207.09, "entry_gate_price": 207.005, "entry_filled_at": "2026-06-10T14:57:01.160931+00:00", "decision_bar_wall": "2026-06-10T10:57:00.067255-04:00", "entry_confirmed_wall": "2026-06-10T10:57:00.656667-04:00", "tp_level": 209.21, "sl_level": 206.15, "entry_price_recross_trigger": 207.234963, "recross_enabled": true, "recross_window_end_ts": "2026-06-10T11:56:00-04:00", "recross_arm_ts": "2026-06-10T10:57:00-04:00", "armed_entry_price_recross": false, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-10T15:30:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "bar", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": {"bar VWAP": "206.7670", "bar low": "206.60", "bar high": "207.44"}, "entry_gate_metrics": {"gap @ entry": "+0.12% = (207.00 \u2212 206.77) / 206.77", "close": "207.00 above VWAP 206.7670", "open": "207.32 above VWAP 206.7670", "trend": "breakout 0.41%/0.15% < 0.40%/0.20%  \u00b7  prior 1/4 adverse < 3", "anchor drift": "not checked (uncategorised)"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:57:01.395825-04:00"}
{"ts": "2026-06-10T10:57:01.042500-04:00", "symbol": "LITE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "858.74", "bar VWAP": "859.6308", "close \u2212 VWAP": "-0.8908"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:57:01.652294-04:00"}
{"ts": "2026-06-10T10:57:00-04:00", "symbol": "ORCL", "side": "long", "phase": "transition", "alert_origin": null, "client_order_id": "vwap-bot-ORCL-20260610T105700-entry", "alpaca_parent_id": "eee5bcb4-3e23-47ac-bb76-92b24f19f090", "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": 206.76667670622894, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": true, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": true, "bar_open": 207.005, "bar_vwap": 206.76667670622894, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:58:00.618440-04:00"}
{"ts": "2026-06-10T10:58:00.070344-04:00", "symbol": "CSCO", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "119.67", "bar VWAP": "119.7906", "close \u2212 VWAP": "-0.1206"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:58:00.979111-04:00"}
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{"ts": "2026-06-10T10:58:00.318766-04:00", "symbol": "MSFT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "401.63", "bar VWAP": "401.7422", "close \u2212 VWAP": "-0.1121"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:58:01.168277-04:00"}
{"ts": "2026-06-10T10:58:00.382519-04:00", "symbol": "STX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "830.16", "bar VWAP": "832.8269", "close \u2212 VWAP": "-2.6669"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T10:58:01.291940-04:00"}
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{"ts": "2026-06-10T11:28:00.100316-04:00", "symbol": "APP", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "price_cross_vwap", "skip_detail": "first tick 507.67 above VWAP@touch 507.65; gap -0.00%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:28:00.721334-04:00"}
{"ts": "2026-06-10T11:31:05.075055-04:00", "symbol": "UNH", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 409.38 -0.10% = 408.97; first tick 409.11; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:31:05.085184-04:00"}
{"ts": "2026-06-10T11:40:00.141437-04:00", "symbol": "LLY", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1153.06", "bar VWAP": "1153.6949", "close \u2212 VWAP": "-0.6348"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:40:01.481826-04:00"}
{"ts": "2026-06-10T11:42:00.007927-04:00", "symbol": "ROST", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "231.96", "bar VWAP": "231.9610", "bar open \u2212 VWAP": "-0.0010"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:42:00.610134-04:00"}
{"ts": "2026-06-10T11:42:03.404641-04:00", "symbol": "ANET", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 151.86 -0.10% = 151.71; first tick 151.74; gap +0.08% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:42:03.413649-04:00"}
{"ts": "2026-06-10T11:45:00.177382-04:00", "symbol": "AVGO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 376.41 -0.10% = 376.03; first tick 376.04; gap +0.10% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:45:00.711636-04:00"}
{"ts": "2026-06-10T11:45:00.597959-04:00", "symbol": "CEG", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "244.55", "bar VWAP": "244.2183", "close \u2212 VWAP": "+0.3317"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:45:00.893568-04:00"}
{"ts": "2026-06-10T11:47:00.393694-04:00", "symbol": "BKNG", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "161.83", "bar VWAP": "161.7949", "close \u2212 VWAP": "+0.0351"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:47:00.675364-04:00"}
{"ts": "2026-06-10T11:49:23.297388-04:00", "symbol": "SPGI", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 427.56 +0.10% = 427.99; first tick 427.68; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:49:23.372094-04:00"}
{"ts": "2026-06-10T11:54:00-04:00", "symbol": "INTU", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-INTU-20260610T115400-entry", "alpaca_parent_id": "cc2ed1fd-92fa-4c13-b5b3-f5198c27266e", "alpaca_tp_id": "2310d963-636d-4a0f-b991-dcf78352fc1e", "alpaca_sl_id": "6fd88121-3faa-4b93-b11c-1c982cca2ad7", "shares": 279.0, "entry_anchor_price": 285.885, "entry_price_ref": 286.2756936828446, "entry_price_fill": 285.65, "entry_gate_price": 285.89, "entry_filled_at": "2026-06-10T15:54:01.928414+00:00", "decision_bar_wall": "2026-06-10T11:54:00.730058-04:00", "entry_confirmed_wall": "2026-06-10T11:54:00.777586-04:00", "tp_level": 282.9, "sl_level": 287.13, "entry_price_recross_trigger": 285.450045, "recross_enabled": true, "recross_window_end_ts": "2026-06-10T12:53:00-04:00", "recross_arm_ts": "2026-06-10T11:54:00-04:00", "armed_entry_price_recross": false, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-10T15:30:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "bar", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": {"bar VWAP": "286.2757", "bar low": "285.86", "bar high": "286.35"}, "entry_gate_metrics": {"gap @ entry": "+0.13% = (286.28 \u2212 285.89) / 286.28", "close": "285.88 below VWAP 286.2757", "open": "285.89 below VWAP 286.2757", "trend": "breakout: with-trade bar  \u00b7  prior 0/4 adverse < 3", "anchor drift": "not checked (uncategorised)"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:54:02.138422-04:00"}
{"ts": "2026-06-10T11:54:00-04:00", "symbol": "INTU", "side": "short", "phase": "transition", "alert_origin": null, "client_order_id": "vwap-bot-INTU-20260610T115400-entry", "alpaca_parent_id": "cc2ed1fd-92fa-4c13-b5b3-f5198c27266e", "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": 286.2752532999766, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": true, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": true, "bar_open": 285.89, "bar_vwap": 286.2752532999766, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:55:00.873429-04:00"}
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{"ts": "2026-06-10T11:56:02.232862-04:00", "symbol": "SBUX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "98.60", "bar VWAP": "98.6358", "close \u2212 VWAP": "-0.0358"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T11:56:02.241297-04:00"}
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{"ts": "2026-06-10T13:36:10.117973-04:00", "symbol": "ZS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "127.22", "bar VWAP": "127.3014", "close \u2212 VWAP": "-0.0814"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:36:10.125388-04:00"}
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{"ts": "2026-06-10T13:43:00-04:00", "symbol": "MRK", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MRK-20260610T134300-entry", "alpaca_parent_id": "a6610cce-9df1-49ef-b6d3-12db7a7be8ef", "alpaca_tp_id": "2ab89837-a059-4b11-9539-5d8786b65f23", "alpaca_sl_id": "e61158cc-7830-4e08-9800-67e97115f023", "shares": 679.0, "entry_anchor_price": 118.12, "entry_price_ref": 118.31627179922269, "entry_price_fill": 118.11, "entry_gate_price": 118.11, "entry_filled_at": "2026-06-10T17:43:03.084214+00:00", "decision_bar_wall": "2026-06-10T13:43:00.434523-04:00", "entry_confirmed_wall": "2026-06-10T13:43:01.957668-04:00", "tp_level": 116.92, "sl_level": 118.67, "entry_price_recross_trigger": 118.027323, "recross_enabled": true, "recross_window_end_ts": "2026-06-10T14:42:00-04:00", "recross_arm_ts": "2026-06-10T13:43:00-04:00", "armed_entry_price_recross": false, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-10T15:30:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "bar", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": {"bar VWAP": "118.3163", "bar low": "117.93", "bar high": "118.46"}, "entry_gate_metrics": {"gap @ entry": "+0.17% = (118.32 \u2212 118.11) / 118.32", "close": "118.12 below VWAP 118.3163", "open": "117.97 below VWAP 118.3163", "trend": "breakout 0.45%/0.12% < 0.40%/0.20%  \u00b7  prior 0/4 adverse < 3", "anchor drift": "not checked (uncategorised)"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:43:03.300843-04:00"}
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{"ts": "2026-06-10T13:44:00.120695-04:00", "symbol": "V", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "322.35", "bar VWAP": "322.2264", "close \u2212 VWAP": "+0.1186"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:44:00.771220-04:00"}
{"ts": "2026-06-10T13:47:00.024508-04:00", "symbol": "AVGO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "376.73", "bar VWAP": "375.8310", "close \u2212 VWAP": "+0.9015"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:47:00.703716-04:00"}
{"ts": "2026-06-10T13:47:05.969046-04:00", "symbol": "CB", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "330.58", "bar VWAP": "330.6490", "close \u2212 VWAP": "-0.0690"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:47:05.977425-04:00"}
{"ts": "2026-06-10T13:47:12.632623-04:00", "symbol": "MO", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "72.81", "bar VWAP": "72.8351", "close \u2212 VWAP": "-0.0301"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:47:12.640806-04:00"}
{"ts": "2026-06-10T13:50:00.650326-04:00", "symbol": "CMCSA", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 23.99 +0.10% = 24.01; first tick 24.00; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:50:02.087871-04:00"}
{"ts": "2026-06-10T13:52:00-04:00", "symbol": "PGR", "side": "long", "phase": "transition", "alert_origin": null, "client_order_id": "vwap-bot-PGR-20260610T134300-entry", "alpaca_parent_id": "1435db91-0a87-4b64-a3ed-a92d33c9e2fe", "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": 203.7985021100359, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": true, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": true, "bar_open": 203.78, "bar_vwap": 203.7985021100359, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:53:01.323780-04:00"}
{"ts": "2026-06-10T13:53:01.243412-04:00", "symbol": "PGR", "side": "long", "phase": "transition", "alert_origin": null, "client_order_id": "vwap-bot-PGR-20260610T134300-entry", "alpaca_parent_id": "1435db91-0a87-4b64-a3ed-a92d33c9e2fe", "alpaca_tp_id": "82b73e84-f932-473b-a77a-eb6ca644bae7", "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": 204.28289799999996, "sl_level": null, "entry_price_recross_trigger": 204.28289799999996, "recross_enabled": true, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": true, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:53:02.828790-04:00"}
{"ts": "2026-06-10T13:55:26.749353-04:00", "symbol": "CHTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 138.03 +0.10% = 138.17; first tick 138.06; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T13:55:26.761748-04:00"}
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{"ts": "2026-06-10T14:03:05.152634-04:00", "symbol": "FANG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "price_cross_vwap", "skip_detail": "first tick 198.31 below VWAP@touch 198.32; gap -0.00%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T14:03:05.159961-04:00"}
{"ts": "2026-06-10T14:04:03.320993-04:00", "symbol": "WDC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "497.50", "bar VWAP": "496.0169", "close \u2212 VWAP": "+1.4831"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T14:04:03.328555-04:00"}
{"ts": "2026-06-10T14:05:00.060991-04:00", "symbol": "SNDK", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "1681.56", "bar VWAP": "1679.7271", "close \u2212 VWAP": "+1.8329"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T14:05:01.589755-04:00"}
{"ts": "2026-06-10T14:14:00.405170-04:00", "symbol": "NFLX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 82.15 +0.10% = 82.23; first tick 82.15; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T14:14:00.901635-04:00"}
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{"ts": "2026-06-10T14:29:02.713565-04:00", "symbol": "COP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "120.34", "bar VWAP": "120.3728", "close \u2212 VWAP": "-0.0328"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T14:29:02.725371-04:00"}
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{"ts": "2026-06-10T14:42:16.212070-04:00", "symbol": "PGR", "side": "long", "phase": "transition", "alert_origin": null, "client_order_id": "vwap-bot-PGR-20260610T134300-entry", "alpaca_parent_id": "1435db91-0a87-4b64-a3ed-a92d33c9e2fe", "alpaca_tp_id": "42488b92-769f-4eca-ab26-9cc28810eb8d", "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": 206.2, "sl_level": null, "entry_price_recross_trigger": 204.28289799999996, "recross_enabled": true, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": true, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T14:42:16.230415-04:00"}
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{"ts": "2026-06-10T15:03:00-04:00", "symbol": "INTC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T15:04:02.051761-04:00"}
{"ts": "2026-06-10T15:03:00-04:00", "symbol": "WDC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T15:04:04.108008-04:00"}
{"ts": "2026-06-10T15:15:00-04:00", "symbol": "DDOG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T15:16:00.331265-04:00"}
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{"ts": "2026-06-10T15:17:00-04:00", "symbol": "LITE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "tp_level": null, "sl_level": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-10T15:18:01.236642-04:00"}
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