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"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 385.02 -0.10% = 384.64; first tick (after delay) 384.84 @ 10:22:57; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:22:57.260238-04:00"} {"ts": "2026-07-13T10:23:28.497683-04:00", "symbol": "ASML", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "not_shortable", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:23:28.512832-04:00"} {"ts": "2026-07-13T10:23:39.040892-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:23:39.053091-04:00"} {"ts": "2026-07-13T10:24:03.589306-04:00", "symbol": "LITE", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:23:47.985099-04:00", "decision_ts": "2026-07-13T10:24:02.985099-04:00", "open": 772.35, "high": 777.99, "low": 771.2101, "close": 776.995, "fill": 776.995, "vwap": 777.3160764975928, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 777.32 -0.10% = 776.54; first tick (after delay) 777.00 @ 10:24:03; gap +0.04% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:24:03.638716-04:00"} {"ts": "2026-07-13T10:24:06.486456-04:00", "symbol": "ARM", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:24:06.500158-04:00"} {"ts": "2026-07-13T10:25:08.961397-04:00", "symbol": "MRVL", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:24:53.832199-04:00", "decision_ts": "2026-07-13T10:25:08.832199-04:00", "open": 220.39, "high": 221.74, "low": 220.39, "close": 221.445, "fill": 221.366, "vwap": 221.542007574212, "ticks": 46}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 221.54 -0.10% = 221.32; first tick (after delay) 221.37 @ 10:25:08; gap +0.08% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:25:09.201915-04:00"} {"ts": "2026-07-13T10:25:35.288694-04:00", "symbol": "MDLZ", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:25:19.991907-04:00", "decision_ts": "2026-07-13T10:25:34.991907-04:00", "open": 60.32, "high": 60.335, "low": 60.295, "close": 60.335, "fill": 60.335, "vwap": 60.2966330160391, "ticks": 6}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 60.30 +0.10% = 60.36; first tick (after delay) 60.34 @ 10:25:35; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:25:35.308641-04:00"} {"ts": "2026-07-13T10:26:20.997318-04:00", "symbol": "MSTR", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:26:05.996013-04:00", "decision_ts": "2026-07-13T10:26:20.996013-04:00", "open": 91.21, "high": 91.95, "low": 91.17, "close": 91.715, "fill": 91.73, "vwap": 91.42861360638642, "ticks": 139}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "91.72", "bar VWAP": "91.4286", "close \u2212 VWAP": "+0.2864"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:26:21.021915-04:00"} {"ts": "2026-07-13T10:26:25.548493-04:00", "symbol": "NOW", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "early_volatility", "skip_detail": "SPY early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:26:25.561367-04:00"} {"ts": "2026-07-13T10:26:31.688135-04:00", "symbol": "APH", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:26:16.535400-04:00", "decision_ts": "2026-07-13T10:26:31.535400-04:00", "open": 157.885, "high": 158.1, "low": 157.885, "close": 158.1, "fill": 158.1, "vwap": 158.02084992217334, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "158.10", "bar VWAP": "158.0208", "close \u2212 VWAP": "+0.0792"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:26:31.735293-04:00"} {"ts": "2026-07-13T10:26:39.256066-04:00", "symbol": "TSM", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:26:23.977380-04:00", "decision_ts": "2026-07-13T10:26:38.977380-04:00", "open": 429.78, "high": 430.43, "low": 429.7063, "close": 430.31, "fill": 430.3559, "vwap": 430.37167202721855, "ticks": 11}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 430.37 -0.10% = 429.94; first tick (after delay) 430.36 @ 10:26:39; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:26:39.311671-04:00"} {"ts": "2026-07-13T10:27:54.119374-04:00", "symbol": "TSLA", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:27:38.837751-04:00", "decision_ts": "2026-07-13T10:27:53.837751-04:00", "open": 395.99, "high": 396.8572, "low": 395.82, "close": 396.62, "fill": 396.62, "vwap": 396.5652460353976, "ticks": 307}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "396.62", "bar VWAP": "396.5652", "close \u2212 VWAP": "+0.0548"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:27:54.197015-04:00"} {"ts": "2026-07-13T10:29:52.670791-04:00", "symbol": "SHOP", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:29:36.852459-04:00", "decision_ts": "2026-07-13T10:29:51.852459-04:00", "open": 123.35, "high": 123.81, "low": 123.35, "close": 123.5, "fill": 123.5, "vwap": 123.57393328309327, "ticks": 75}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 123.57 -0.10% = 123.45; first tick (after delay) 123.50 @ 10:29:52; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:29:52.765311-04:00"} {"ts": "2026-07-13T10:29:53.896978-04:00", "symbol": "DELL", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-DELL-20260713T102953-fb0fc183-exit-take_profit", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "submit_flatten", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient qty available for order (requested: 150, available: 0)", "retry": "1/3", "logged_at": "2026-07-13T10:29:53.897009-04:00"} {"ts": "2026-07-13T10:29:53.709403-04:00", "symbol": "DELL", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-DELL-20260713T101708-entry", "alpaca_parent_id": "fb0fc183-153b-4f7d-8e07-f9fd802d4cc5", "alpaca_tp_id": "e29872fe-5434-4c97-b914-582dca1ffad6", "alpaca_sl_id": "b75b6319-da8b-41d8-b282-ef1b30b9c3c9", "shares": 150.0, "entry_anchor_price": 428.96, "entry_price_ref": 427.71259653590596, "entry_price_fill": 429.807867, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 433.68, "sl_level": 426.6, "sl_anchor_price": 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": "2026-07-13T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 433.68, "exit_price_fill": 433.23, "exit_filled_at": "2026-07-13T14:29:54.015527+00:00", "pnl_ref": 895.1105196141071, "pnl_fill": 513.3199500000046, "return_pct_ref": 1.3951900206878864, "return_pct_fill": 0.7962006428328117, "slip_entry_bps": 48.987812869292775, "slip_exit_bps": 10.376314333148603, "slip_total_bps": 59.36412720244138, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:29:54.208411-04:00"} {"ts": "2026-07-13T10:31:32.106965-04:00", "symbol": "WBD", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-WBD-20260713T103132-entry", "alpaca_parent_id": "c0cf2529-f6f1-45dd-bad6-8a7b8ac4b81a", "alpaca_tp_id": "27b02668-4498-4aed-9ca1-5f3c7c2244c9", "alpaca_sl_id": "b3f7bf54-da07-403d-9817-81bfaa0857fc", "shares": 2412.0, "entry_anchor_price": 26.855, "entry_price_ref": 26.816901875084383, "entry_price_fill": 26.86, "entry_gate_price": 26.855, "signal_ts": "2026-07-13T10:31:16.202198-04:00", "entry_filled_at": "2026-07-13T14:31:32.454126+00:00", "decision_bar_wall": "2026-07-13T10:31:16.283031-04:00", "entry_confirmed_wall": "2026-07-13T10:31:32.106965-04:00", "decision_bar": {"signal_ts": "2026-07-13T10:31:16.202198-04:00", "decision_ts": "2026-07-13T10:31:31.202198-04:00", "open": 26.945, "high": 26.95, "low": 26.76, "close": 26.855, "fill": 26.855, "vwap": 26.816901875084383, "ticks": 356}, "tp_level": 27.15, "sl_level": 26.71, "sl_anchor_price": 26.855, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-07-13T15:45:00-04:00", "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": {"anchor": "QQQ", "EOD close": "725.51", "last 1m close": "717.83", "deviation": "-1.06%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "26.8169", "bar low": "26.81", "bar high": "26.95"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.14% = (26.86 \u2212 26.82) / 26.82", "close": "26.86 above VWAP 26.82", "open": "26.95 above VWAP 26.82", "local trend": "signal bar 0.71%/0.34% < 0.40%/0.20% \u00b7 prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -1.06% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:31:32.760718-04:00"} {"ts": "2026-07-13T10:36:25.039611-04:00", "symbol": "GEV", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:36:09.211656-04:00", "decision_ts": "2026-07-13T10:36:24.211656-04:00", "open": 1067.675, "high": 1067.79, "low": 1066.02, "close": 1067.44, "fill": 1067.44, "vwap": 1066.7374865662373, "ticks": 11}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 1066.74 +0.10% = 1067.80; first tick (after delay) 1067.44 @ 10:36:25; gap +0.07% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:36:25.081054-04:00"} {"ts": "2026-07-13T10:37:48.479326-04:00", "symbol": "IBM", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:37:32.584670-04:00", "decision_ts": "2026-07-13T10:37:47.584670-04:00", "open": 293.325, "high": 293.33, "low": 292.8401, "close": 293.085, "fill": 293.085, "vwap": 292.9272360489942, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 292.93 +0.10% = 293.22; first tick (after delay) 293.08 @ 10:37:48; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:37:48.553069-04:00"} {"ts": "2026-07-13T10:37:48.479326-04:00", "symbol": "PLTR", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-PLTR-20260713T103748-entry", "alpaca_parent_id": "dd1706ea-743f-43f1-ba1a-6735fe796fb2", "alpaca_tp_id": "52312f14-97f1-4edd-bf9d-df55e93ccfad", "alpaca_sl_id": "6ff6e7a5-a30a-4171-9bba-f02bd9189f24", "shares": 384.0, "entry_anchor_price": 128.0835, "entry_price_ref": 127.93728302447676, 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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": {"anchor": "QQQ", "EOD close": "725.51", "last 1m close": "716.88", "deviation": "-1.19%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "127.9373", "bar low": "127.90", "bar high": "128.31"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (128.08 \u2212 127.94) / 127.94", "close": "128.08 above VWAP 127.94", "open": "128.30 above VWAP 127.94", "local trend": "signal bar 0.38%/0.17% < 0.40%/0.20% \u00b7 prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -1.19% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:37:50.566063-04:00"} {"ts": "2026-07-13T10:38:13.876522-04:00", "symbol": "MPWR", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T10:37:58.836200-04:00", "decision_ts": "2026-07-13T10:38:13.836200-04:00", "open": 1306.91, "high": 1308.37, "low": 1299.63, "close": 1303.26, "fill": 1303.26, "vwap": 1300.9003670435518, "ticks": 77}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "anchor_drift", "skip_detail": "SMH fell -2.38% < -1.50% (EOD 611.03 \u2192 1m 596.47); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "611.03", "last 1m close": "596.47", "deviation": "-2.38%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "611.03", "last 1m close": "596.47", "deviation": "-2.38%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T10:38:13.916750-04:00"} {"ts": "2026-07-13T10:40:35.422289-04:00", "symbol": "ARM", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": 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"slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T11:09:17.393218-04:00"} {"ts": "2026-07-13T11:13:50.570891-04:00", "symbol": "ANET", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T11:13:35.569953-04:00", "decision_ts": "2026-07-13T11:13:50.569953-04:00", "open": 187.09, "high": 187.155, "low": 186.81, "close": 186.915, "fill": 186.84, "vwap": 186.8955555043729, "ticks": 6}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 (after delay) 186.84 @ 11:13:50 below VWAP@touch 186.90; gap -0.03%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T11:13:50.639324-04:00"} {"ts": "2026-07-13T11:15:45.892805-04:00", "symbol": "KLAC", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T11:15:30.789696-04:00", "decision_ts": "2026-07-13T11:15:45.789696-04:00", "open": 223.54, "high": 223.575, "low": 222.73, "close": 223.02, "fill": 223.055, "vwap": 222.8654874032541, "ticks": 126}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, 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"side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-PLTR-20260713T112206-dd1706ea-exit-take_profit", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "submit_flatten", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient qty available for order (requested: 384, available: 0)", "retry": "1/3", "logged_at": "2026-07-13T11:22:06.541703-04:00"} {"ts": "2026-07-13T11:22:06.365400-04:00", "symbol": "PLTR", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-PLTR-20260713T103748-entry", "alpaca_parent_id": "dd1706ea-743f-43f1-ba1a-6735fe796fb2", "alpaca_tp_id": "52312f14-97f1-4edd-bf9d-df55e93ccfad", "alpaca_sl_id": "6ff6e7a5-a30a-4171-9bba-f02bd9189f24", "shares": 384.0, "entry_anchor_price": 128.0835, "entry_price_ref": 127.93728302447676, "entry_price_fill": 128.11, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 129.49, "sl_level": 127.38, "sl_anchor_price": 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": "2026-07-13T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 129.49, "exit_price_fill": 129.465182, "exit_filled_at": "2026-07-13T15:22:09.312744+00:00", "pnl_ref": 596.2433186009293, "pnl_fill": 520.3898879999942, "return_pct_ref": 1.2136547993020885, "return_pct_fill": 1.057826867535705, "slip_entry_bps": 13.500128456707502, "slip_exit_bps": 1.9165958761302373, "slip_total_bps": 15.41672433283774, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T11:22:09.444126-04:00"} {"ts": "2026-07-13T11:22:46.516926-04:00", "symbol": "AXON", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T11:22:30.585135-04:00", "decision_ts": "2026-07-13T11:22:45.585135-04:00", "open": 561.95, "high": 563.45, "low": 561.95, "close": 562.69, "fill": 562.69, "vwap": 563.1934135541665, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 563.19 -0.10% = 562.63; first tick (after delay) 562.69 @ 11:22:46; gap +0.09% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T11:22:46.633237-04:00"} {"ts": "2026-07-13T11:24:38.475358-04:00", "symbol": "ORCL", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T11:24:23.179111-04:00", "decision_ts": "2026-07-13T11:24:38.179111-04:00", "open": 136.51, "high": 136.72, "low": 136.46, "close": 136.625, "fill": 136.6399, "vwap": 136.62865212690295, "ticks": 60}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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 (after delay) 136.64 @ 11:24:38 above VWAP@touch 136.63; gap -0.01%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T11:24:38.669267-04:00"} {"ts": "2026-07-13T11:42:00.532421-04:00", "symbol": "WBD", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-WBD-20260713T103132-entry", "alpaca_parent_id": "c0cf2529-f6f1-45dd-bad6-8a7b8ac4b81a", "alpaca_tp_id": "27b02668-4498-4aed-9ca1-5f3c7c2244c9", "alpaca_sl_id": "b3f7bf54-da07-403d-9817-81bfaa0857fc", "shares": 2412.0, "entry_anchor_price": 26.855, "entry_price_ref": 26.816901875084383, "entry_price_fill": 26.86, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 27.15, "sl_level": 26.71, "sl_anchor_price": 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": "2026-07-13T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 26.71, "exit_price_fill": 26.7, "exit_filled_at": "2026-07-13T15:41:54.753278+00:00", "pnl_ref": -257.8473227035304, "pnl_fill": -385.92000000000036, "return_pct_ref": -0.39863618691801106, "return_pct_fill": -0.5956813104988856, "slip_entry_bps": 16.07125428447, "slip_exit_bps": 3.7439161362791324, "slip_total_bps": 19.815170420749133, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T11:42:00.565656-04:00"} {"ts": "2026-07-13T11:43:50.708322-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T11:43:35.470425-04:00", "decision_ts": "2026-07-13T11:43:50.470425-04:00", "open": 176.435, "high": 176.571, "low": 176.435, "close": 176.56, "fill": 176.56, "vwap": 176.55530508026814, "ticks": 54}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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, 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null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T11:45:39.803142-04:00", "decision_ts": "2026-07-13T11:45:54.803142-04:00", "open": 121.94, "high": 122.06, "low": 121.94, "close": 122.06, "fill": 122.07, "vwap": 122.02648341519091, "ticks": 5}, "tp_level": null, "sl_level": null, "sl_anchor_price": 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": "122.06", "bar VWAP": "122.0265", "close \u2212 VWAP": "+0.0335"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-13T11:45:54.907800-04:00"} {"ts": "2026-07-13T11:46:46.131950-04:00", "symbol": "QCOM", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-13T11:46:30.813261-04:00", "decision_ts": "2026-07-13T11:46:45.813261-04:00", "open": 186.4, "high": 186.405, "low": 186.16, "close": 186.195, "fill": 186.195, "vwap": 186.2282716902513, "ticks": 34}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, 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