{"ts": "2026-07-17T10:00:18.111438-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T10:00:02.793026-04:00", "decision_ts": "2026-07-17T10:00:17.793026-04:00", "open": 116.7, "high": 116.7, "low": 116.51, "close": 116.605, "fill": 116.67, "vwap": 116.6224241830715, "ticks": 23}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "116.61", "bar VWAP": "116.6224", "close \u2212 VWAP": "-0.0174"}, "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": "2026-07-17T10:00:18.801135-04:00"}
{"ts": "2026-07-17T10:00:19.316466-04:00", "symbol": "WMT", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-WMT-20260717T100019-entry", "alpaca_parent_id": "86c2520d-c3b9-497c-9e5c-17e0108f48d8", "alpaca_tp_id": "13af31da-ad46-4d7f-a504-b64cac1c3b82", "alpaca_sl_id": "ed00c9e4-2b0d-4b09-97df-117e14fce856", "shares": 556.0, "entry_anchor_price": 117.23, "entry_price_ref": 117.03317405414721, "entry_price_fill": 117.269568, "entry_gate_price": 117.23, "signal_ts": "2026-07-17T10:00:04.288832-04:00", "entry_filled_at": "2026-07-17T14:00:22.683213+00:00", "decision_bar_wall": "2026-07-17T10:00:04.436690-04:00", "entry_confirmed_wall": "2026-07-17T10:00:19.316466-04:00", "decision_bar": {"signal_ts": "2026-07-17T10:00:04.288832-04:00", "decision_ts": "2026-07-17T10:00:19.288832-04:00", "open": 117.239, "high": 117.25, "low": 117.032, "close": 117.23, "fill": 117.23, "vwap": 117.03317405414721, "ticks": 75}, "tp_level": 118.52, "sl_level": 116.59, "sl_anchor_price": 117.23, "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": "2026-07-17T15:45:00-04:00", "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": "SPY", "EOD close": "750.72", "last 1m close": "744.81", "deviation": "-0.79%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "117.0332", "bar low": "117.03", "bar high": "117.24"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.17% = (117.23 \u2212 117.03) / 117.03", "close": "117.23 above VWAP 117.03", "open": "117.24 above VWAP 117.03", "local trend": "signal bar 0.19%/0.01% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.79% vs band -1.00%"}, "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": "2026-07-17T10:00:22.762631-04:00"}
{"ts": "2026-07-17T10:00:44.352388-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T10:00:29.005289-04:00", "decision_ts": "2026-07-17T10:00:44.005289-04:00", "open": 148.72, "high": 148.765, "low": 148.105, "close": 148.165, "fill": 148.165, "vwap": 148.3872950999276, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "148.16", "bar VWAP": "148.3873", "close \u2212 VWAP": "-0.2223"}, "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": "2026-07-17T10:00:44.352739-04:00"}
{"ts": "2026-07-17T10:01:24.663621-04:00", "symbol": "KHC", "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": "2026-07-17T10:01:09.380508-04:00", "decision_ts": "2026-07-17T10:01:24.380508-04:00", "open": 26.87, "high": 26.88, "low": 26.84, "close": 26.855, "fill": 26.855, "vwap": 26.86702196995875, "ticks": 27}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "26.86", "bar VWAP": "26.8670", "close \u2212 VWAP": "-0.0120"}, "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": "2026-07-17T10:01:24.734798-04:00"}
{"ts": "2026-07-17T10:02:04.013118-04:00", "symbol": "HD", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-HD-20260717T100204-entry", "alpaca_parent_id": "57ef49ce-8490-4b69-bf5a-b43c6b0fe169", "alpaca_tp_id": "cf422a8f-b30f-4ee1-a4bc-7dc54bcb1edb", "alpaca_sl_id": "d97552d5-f48b-47ad-b7a4-597cfacf4210", "shares": 141.0, "entry_anchor_price": 350.7, "entry_price_ref": 350.3298561735874, "entry_price_fill": 350.83, "entry_gate_price": 350.7, "signal_ts": "2026-07-17T10:01:48.931474-04:00", "entry_filled_at": "2026-07-17T14:02:04.594452+00:00", "decision_bar_wall": "2026-07-17T10:01:48.941357-04:00", "entry_confirmed_wall": "2026-07-17T10:02:04.013118-04:00", "decision_bar": {"signal_ts": "2026-07-17T10:01:48.931474-04:00", "decision_ts": "2026-07-17T10:02:03.931474-04:00", "open": 350.655, "high": 350.83, "low": 350.25, "close": 350.7, "fill": 350.7, "vwap": 350.3298561735874, "ticks": 44}, "tp_level": 354.56, "sl_level": 348.77, "sl_anchor_price": 350.7, "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": "2026-07-17T15:45:00-04:00", "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": "SPY", "EOD close": "750.72", "last 1m close": "745.22", "deviation": "-0.73%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "350.3299", "bar low": "350.26", "bar high": "350.80"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (350.70 \u2212 350.33) / 350.33", "close": "350.70 above VWAP 350.33", "open": "350.65 above VWAP 350.33", "local trend": "signal bar: with-trade bar  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.73% vs band -1.00%"}, "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": "2026-07-17T10:02:04.613069-04:00"}
{"ts": "2026-07-17T10:03:09.370107-04:00", "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": "2026-07-17T10:02:54.149827-04:00", "decision_ts": "2026-07-17T10:03:09.149827-04:00", "open": 62.505, "high": 62.535, "low": 62.4, "close": 62.42, "fill": 62.42, "vwap": 62.44362871975801, "ticks": 35}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "62.42", "bar VWAP": "62.4436", "close \u2212 VWAP": "-0.0236"}, "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": "2026-07-17T10:03:09.402895-04:00"}
{"ts": "2026-07-17T10:03:25.680045-04:00", "symbol": "WMT", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-WMT-20260717T100019-entry", "alpaca_parent_id": "86c2520d-c3b9-497c-9e5c-17e0108f48d8", "alpaca_tp_id": "13af31da-ad46-4d7f-a504-b64cac1c3b82", "alpaca_sl_id": "ed00c9e4-2b0d-4b09-97df-117e14fce856", "shares": 556.0, "entry_anchor_price": 117.23, "entry_price_ref": 117.03317405414721, "entry_price_fill": 117.269568, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 118.52, "sl_level": 116.59, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 116.59, "exit_price_fill": 116.564767, "exit_filled_at": "2026-07-17T14:03:23.586309+00:00", "pnl_ref": -246.4047741058469, "pnl_fill": -391.86935600000186, "return_pct_ref": -0.3786738740779283, "return_pct_fill": -0.6010092916859722, "slip_entry_bps": 20.198883586924275, "slip_exit_bps": 2.164250793378511, "slip_total_bps": 22.363134380302785, "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": "2026-07-17T10:03:25.784713-04:00"}
{"ts": "2026-07-17T10:03:44.172627-04:00", "symbol": "LMT", "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": "2026-07-17T10:03:29.079064-04:00", "decision_ts": "2026-07-17T10:03:44.079064-04:00", "open": 522.28, "high": 522.28, "low": 522.17, "close": 522.17, "fill": 522.17, "vwap": 522.279207032719, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "522.17", "bar VWAP": "522.2792", "close \u2212 VWAP": "-0.1092"}, "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": "2026-07-17T10:03:44.259681-04:00"}
{"ts": "2026-07-17T10:04:22.603238-04:00", "symbol": "FTNT", "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": "2026-07-17T10:04:07.517639-04:00", "decision_ts": "2026-07-17T10:04:22.517639-04:00", "open": 161.34, "high": 161.34, "low": 161.0702, "close": 161.185, "fill": 161.185, "vwap": 161.24831103530337, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "161.19", "bar VWAP": "161.2483", "close \u2212 VWAP": "-0.0633"}, "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": "2026-07-17T10:04:22.631601-04:00"}
{"ts": "2026-07-17T10:04:31.833019-04:00", "symbol": "APP", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260717T100431-entry", "alpaca_parent_id": "d9d53ca7-62f6-4ccd-ba1f-9c1266466f2f", "alpaca_tp_id": "3496c8a1-48ed-4b40-a1b2-22aaa3f0b961", "alpaca_sl_id": "b7a9a11f-48a7-48fd-a6ad-561a25fb0791", "shares": 126.0, "entry_anchor_price": 419.875, "entry_price_ref": 420.49953985954306, "entry_price_fill": 419.4, "entry_gate_price": 419.875, "signal_ts": "2026-07-17T10:04:16.015119-04:00", "entry_filled_at": "2026-07-17T14:04:32.431449+00:00", "decision_bar_wall": "2026-07-17T10:04:16.043502-04:00", "entry_confirmed_wall": "2026-07-17T10:04:31.833019-04:00", "decision_bar": {"signal_ts": "2026-07-17T10:04:16.015119-04:00", "decision_ts": "2026-07-17T10:04:31.015119-04:00", "open": 418.83, "high": 420.515, "low": 418.69, "close": 419.875, "fill": 419.875, "vwap": 420.49953985954306, "ticks": 34}, "tp_level": 415.26, "sl_level": 422.18, "sl_anchor_price": 419.875, "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": "2026-07-17T15:45:00-04:00", "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": "705.94", "last 1m close": "695.04", "deviation": "-1.54%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "420.4995", "bar low": "418.69", "bar high": "420.51"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.15% = (420.50 \u2212 419.88) / 420.50", "close": "419.88 below VWAP 420.50", "open": "418.83 below VWAP 420.50", "local trend": "signal bar 0.43%/0.25% < 0.40%/0.20%  \u00b7  prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -1.54% 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": "2026-07-17T10:04:32.669554-04:00"}
{"ts": "2026-07-17T10:05:28.191043-04:00", "symbol": "ABBV", "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": "2026-07-17T10:05:12.642387-04:00", "decision_ts": "2026-07-17T10:05:27.642387-04:00", "open": 258.295, "high": 258.295, "low": 257.77, "close": 257.93, "fill": 257.93, "vwap": 258.1147684950156, "ticks": 18}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "257.93", "bar VWAP": "258.1148", "close \u2212 VWAP": "-0.1848"}, "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": "2026-07-17T10:05:28.216486-04:00"}
{"ts": "2026-07-17T10:05:48.714579-04:00", "symbol": "AMGN", "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": "2026-07-17T10:05:33.027958-04:00", "decision_ts": "2026-07-17T10:05:48.027958-04:00", "open": 375.55, "high": 375.55, "low": 373.69, "close": 373.69, "fill": 373.69, "vwap": 374.3603070582785, "ticks": 143}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "373.69", "bar VWAP": "374.3603", "close \u2212 VWAP": "-0.6703"}, "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": "2026-07-17T10:05:48.715471-04:00"}
{"ts": "2026-07-17T10:06:04.964775-04:00", "symbol": "PM", "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": "2026-07-17T10:05:49.950635-04:00", "decision_ts": "2026-07-17T10:06:04.950635-04:00", "open": 193.43, "high": 193.43, "low": 192.68, "close": 192.68, "fill": 192.68, "vwap": 192.75270519501842, "ticks": 8}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "192.68", "bar VWAP": "192.7527", "close \u2212 VWAP": "-0.0727"}, "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": "2026-07-17T10:06:04.965635-04:00"}
{"ts": "2026-07-17T10:07:27.764390-04:00", "symbol": "GILD", "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": "2026-07-17T10:07:12.188028-04:00", "decision_ts": "2026-07-17T10:07:27.188028-04:00", "open": 138.62, "high": 138.72, "low": 138.49, "close": 138.55, "fill": 138.55, "vwap": 138.53680839657193, "ticks": 2}, "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 138.54 +0.10% = 138.68; first tick (after delay) 138.55 @ 10:07:27; gap +0.01% \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": "2026-07-17T10:07:27.821257-04:00"}
{"ts": "2026-07-17T10:07:43.022279-04:00", "symbol": "CRWD", "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": "2026-07-17T10:07:27.214671-04:00", "decision_ts": "2026-07-17T10:07:42.214671-04:00", "open": 205.365, "high": 205.48, "low": 204.22, "close": 204.5301, "fill": 204.5301, "vwap": 204.46262174711416, "ticks": 125}, "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 204.46 +0.10% = 204.67; first tick (after delay) 204.53 @ 10:07:43; gap +0.03% \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": "2026-07-17T10:07:43.022880-04:00"}
{"ts": "2026-07-17T10:09:29.694509-04:00", "symbol": "PLD", "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": "2026-07-17T10:09:13.802089-04:00", "decision_ts": "2026-07-17T10:09:28.802089-04:00", "open": 150.935, "high": 151.11, "low": 150.935, "close": 150.96, "fill": 150.96, "vwap": 150.9566535875938, "ticks": 4}, "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": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "150.94", "bar VWAP": "150.9567", "bar open \u2212 VWAP": "-0.0217"}, "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": "2026-07-17T10:09:29.810145-04:00"}
{"ts": "2026-07-17T10:09:54.051724-04:00", "symbol": "BLK", "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": "2026-07-17T10:09:38.355982-04:00", "decision_ts": "2026-07-17T10:09:53.355982-04:00", "open": 1079.9031, "high": 1079.9031, "low": 1077.425, "close": 1077.91, "fill": 1077.91, "vwap": 1078.6858072611487, "ticks": 8}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1077.91", "bar VWAP": "1078.6858", "close \u2212 VWAP": "-0.7758"}, "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": "2026-07-17T10:09:54.052122-04:00"}
{"ts": "2026-07-17T10:14:04.131267-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T10:13:49.048179-04:00", "decision_ts": "2026-07-17T10:14:04.048179-04:00", "open": 129.27, "high": 129.29, "low": 128.74, "close": 128.805, "fill": 128.8, "vwap": 129.01818700902027, "ticks": 23}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "128.81", "bar VWAP": "129.0182", "close \u2212 VWAP": "-0.2132"}, "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": "2026-07-17T10:14:04.252460-04:00"}
{"ts": "2026-07-17T10:14:22.557202-04:00", "symbol": "APP", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260717T100431-entry", "alpaca_parent_id": "d9d53ca7-62f6-4ccd-ba1f-9c1266466f2f", "alpaca_tp_id": "3496c8a1-48ed-4b40-a1b2-22aaa3f0b961", "alpaca_sl_id": "b7a9a11f-48a7-48fd-a6ad-561a25fb0791", "shares": 126.0, "entry_anchor_price": 419.875, "entry_price_ref": 420.49953985954306, "entry_price_fill": 419.4, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 415.26, "sl_level": 422.18, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 415.26, "exit_price_fill": 415.71, "exit_filled_at": "2026-07-17T14:14:23.606422+00:00", "pnl_ref": 660.1820223024271, "pnl_fill": 464.9399999999997, "return_pct_ref": 1.2460274894220302, "return_pct_fill": 0.8798283261802542, "slip_entry_bps": 26.148420041324144, "slip_exit_bps": 10.836584308625648, "slip_total_bps": 36.98500434994979, "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": "2026-07-17T10:14:23.651641-04:00"}
{"ts": "2026-07-17T10:14:43.635616-04:00", "symbol": "TXN", "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": "2026-07-17T10:14:28.574325-04:00", "decision_ts": "2026-07-17T10:14:43.574325-04:00", "open": 283.16, "high": 283.16, "low": 281.6134, "close": 283.01, "fill": 283.01, "vwap": 282.4979473725749, "ticks": 33}, "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 -2.20% < -1.50% (EOD 568.92 \u2192 1m 556.38); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "556.38", "deviation": "-2.20%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "556.38", "deviation": "-2.20%", "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": "2026-07-17T10:14:43.684170-04:00"}
{"ts": "2026-07-17T10:15:24.295823-04:00", "symbol": "ASML", "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": "2026-07-17T10:15:08.924306-04:00", "decision_ts": "2026-07-17T10:15:23.924306-04:00", "open": 1738.2, "high": 1738.35, "low": 1732.31, "close": 1734.08, "fill": 1733.87, "vwap": 1733.8261421130846, "ticks": 254}, "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 -2.31% < -1.50% (EOD 568.92 \u2192 1m 555.76); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "555.76", "deviation": "-2.31%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "555.76", "deviation": "-2.31%", "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": "2026-07-17T10:15:24.372321-04:00"}
{"ts": "2026-07-17T10:16:48.243747-04:00", "symbol": "REGN", "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": "2026-07-17T10:16:32.248677-04:00", "decision_ts": "2026-07-17T10:16:47.248677-04:00", "open": 684.5, "high": 684.5, "low": 683.745, "close": 683.92, "fill": 683.92, "vwap": 683.8392442437911, "ticks": 4}, "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 683.84 +0.10% = 684.52; first tick (after delay) 683.92 @ 10:16:48; gap +0.01% \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": "2026-07-17T10:16:48.354343-04:00"}
{"ts": "2026-07-17T10:16:58.526862-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T10:16:43.059065-04:00", "decision_ts": "2026-07-17T10:16:58.059065-04:00", "open": 74.65, "high": 74.68, "low": 74.5, "close": 74.5, "fill": 74.5, "vwap": 74.54771381488516, "ticks": 18}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "74.50", "bar VWAP": "74.5477", "close \u2212 VWAP": "-0.0477"}, "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": "2026-07-17T10:16:58.558526-04:00"}
{"ts": "2026-07-17T10:17:36.420812-04:00", "symbol": "ISRG", "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": "2026-07-17T10:17:36.442957-04:00"}
{"ts": "2026-07-17T10:18:21.959490-04:00", "symbol": "APP", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260717T101821-entry", "alpaca_parent_id": "ad93b00d-b96a-45f8-8c7b-8caa4d10d95b", "alpaca_tp_id": "b28c66b8-4289-43e1-9928-ac00d23894cc", "alpaca_sl_id": "12483b68-2a73-45ba-9196-c56975160075", "shares": 127.0, "entry_anchor_price": 419.21, "entry_price_ref": 419.9339074453691, "entry_price_fill": 419.15, "entry_gate_price": 419.21, "signal_ts": "2026-07-17T10:18:06.256760-04:00", "entry_filled_at": "2026-07-17T14:18:23.324666+00:00", "decision_bar_wall": "2026-07-17T10:18:06.282735-04:00", "entry_confirmed_wall": "2026-07-17T10:18:21.959490-04:00", "decision_bar": {"signal_ts": "2026-07-17T10:18:06.256760-04:00", "decision_ts": "2026-07-17T10:18:21.256760-04:00", "open": 419.49, "high": 420.0, "low": 419.18, "close": 419.21, "fill": 419.21, "vwap": 419.9339074453691, "ticks": 22}, "tp_level": 414.6, "sl_level": 421.52, "sl_anchor_price": 419.21, "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": "2026-07-17T15:45:00-04:00", "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": "705.94", "last 1m close": "697.64", "deviation": "-1.18%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "419.9339", "bar low": "419.40", "bar high": "419.99"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.17% = (419.93 \u2212 419.21) / 419.93", "close": "419.21 below VWAP 419.93", "open": "419.49 below VWAP 419.93", "local trend": "signal bar: with-trade bar  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -1.18% 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": "2026-07-17T10:18:23.593240-04:00"}
{"ts": "2026-07-17T10:20:54.393995-04:00", "symbol": "HD", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-HD-20260717T100204-entry", "alpaca_parent_id": "57ef49ce-8490-4b69-bf5a-b43c6b0fe169", "alpaca_tp_id": "cf422a8f-b30f-4ee1-a4bc-7dc54bcb1edb", "alpaca_sl_id": "d97552d5-f48b-47ad-b7a4-597cfacf4210", "shares": 141.0, "entry_anchor_price": 350.7, "entry_price_ref": 350.3298561735874, "entry_price_fill": 350.83, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 354.56, "sl_level": 348.77, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 348.77, "exit_price_fill": 348.61, "exit_filled_at": "2026-07-17T14:20:49.322029+00:00", "pnl_ref": -219.9397204758282, "pnl_fill": -313.01999999999583, "return_pct_ref": -0.4452535649186906, "return_pct_fill": -0.6327851095972337, "slip_entry_bps": 14.276368902019826, "slip_exit_bps": 4.587550534735447, "slip_total_bps": 18.863919436755275, "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": "2026-07-17T10:20:54.413857-04:00"}
{"ts": "2026-07-17T10:24:53.315989-04:00", "symbol": "MRK", "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": "2026-07-17T10:24:38.094025-04:00", "decision_ts": "2026-07-17T10:24:53.094025-04:00", "open": 130.4, "high": 130.4, "low": 130.28, "close": 130.38, "fill": 130.38, "vwap": 130.29031918703762, "ticks": 22}, "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 130.29 +0.10% = 130.42; first tick (after delay) 130.38 @ 10:24:53; 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": "2026-07-17T10:24:53.410187-04:00"}
{"ts": "2026-07-17T10:29:31.477271-04:00", "symbol": "SWKS", "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": "2026-07-17T10:29:16.271277-04:00", "decision_ts": "2026-07-17T10:29:31.271277-04:00", "open": 57.86, "high": 57.86, "low": 57.63, "close": 57.66, "fill": 57.66, "vwap": 57.6779489403827, "ticks": 18}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "57.66", "bar VWAP": "57.6779", "close \u2212 VWAP": "-0.0179"}, "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": "2026-07-17T10:29:31.563641-04:00"}
{"ts": "2026-07-17T10:30:20.682874-04:00", "symbol": "AAPL", "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": "2026-07-17T10:30:05.670575-04:00", "decision_ts": "2026-07-17T10:30:20.670575-04:00", "open": 331.88, "high": 332.64, "low": 331.85, "close": 332.61, "fill": 332.63, "vwap": 332.1747209467605, "ticks": 313}, "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": "332.61", "bar VWAP": "332.1747", "close \u2212 VWAP": "+0.4353"}, "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": "2026-07-17T10:30:20.711898-04:00"}
{"ts": "2026-07-17T10:30:36.913668-04:00", "symbol": "AXON", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-AXON-20260717T103036-entry", "alpaca_parent_id": "45ce83b4-368a-428f-b03a-e6c6e0a908cc", "alpaca_tp_id": "b2de42cd-1bda-4a1a-ab72-38ca18004a0f", "alpaca_sl_id": "ebf6eaa4-4be5-44b8-b8cf-b779e79cc365", "shares": 99.0, "entry_anchor_price": 527.37, "entry_price_ref": 528.1540803804518, "entry_price_fill": 527.77, "entry_gate_price": 527.37, "signal_ts": "2026-07-17T10:30:21.767908-04:00", "entry_filled_at": "2026-07-17T14:30:38.194378+00:00", "decision_bar_wall": "2026-07-17T10:30:21.783489-04:00", "entry_confirmed_wall": "2026-07-17T10:30:36.913668-04:00", "decision_bar": {"signal_ts": "2026-07-17T10:30:21.767908-04:00", "decision_ts": "2026-07-17T10:30:36.767908-04:00", "open": 527.77, "high": 528.18, "low": 527.35, "close": 527.37, "fill": 527.37, "vwap": 528.1540803804518, "ticks": 6}, "tp_level": 521.57, "sl_level": 530.27, "sl_anchor_price": 527.37, "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": "2026-07-17T15:45:00-04:00", "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": "705.94", "last 1m close": "697.03", "deviation": "-1.26%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "528.1541", "bar low": "527.42", "bar high": "528.18"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.15% = (528.15 \u2212 527.37) / 528.15", "close": "527.37 below VWAP 528.15", "open": "527.77 below VWAP 528.15", "local trend": "signal bar: with-trade bar  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -1.26% 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": "2026-07-17T10:30:38.361677-04:00"}
{"ts": "2026-07-17T10:32:10.008774-04:00", "symbol": "CMCSA", "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": "2026-07-17T10:31:54.517917-04:00", "decision_ts": "2026-07-17T10:32:09.517917-04:00", "open": 24.255, "high": 24.36, "low": 24.245, "close": 24.335, "fill": 24.335, "vwap": 24.344752321492525, "ticks": 136}, "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 24.34 -0.10% = 24.32; first tick (after delay) 24.34 @ 10:32:10; 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": "2026-07-17T10:32:10.155826-04:00"}
{"ts": "2026-07-17T10:32:59.669538-04:00", "symbol": "DE", "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": "2026-07-17T10:32:44.635721-04:00", "decision_ts": "2026-07-17T10:32:59.635721-04:00", "open": 605.52, "high": 605.52, "low": 604.35, "close": 604.35, "fill": 604.35, "vwap": 604.5832415040462, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "604.35", "bar VWAP": "604.5832", "close \u2212 VWAP": "-0.2332"}, "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": "2026-07-17T10:32:59.699232-04:00"}
{"ts": "2026-07-17T10:33:09.863068-04:00", "symbol": "AXON", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-AXON-20260717T103036-entry", "alpaca_parent_id": "45ce83b4-368a-428f-b03a-e6c6e0a908cc", "alpaca_tp_id": "b2de42cd-1bda-4a1a-ab72-38ca18004a0f", "alpaca_sl_id": "ebf6eaa4-4be5-44b8-b8cf-b779e79cc365", "shares": 99.0, "entry_anchor_price": 527.37, "entry_price_ref": 528.1540803804518, "entry_price_fill": 527.77, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 521.57, "sl_level": 530.27, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 530.27, "exit_price_fill": 530.796767, "exit_filled_at": "2026-07-17T14:33:06.145417+00:00", "pnl_ref": -209.4760423352726, "pnl_fill": -299.6499330000063, "return_pct_ref": -0.40062544211039164, "return_pct_fill": -0.5735011463327, "slip_entry_bps": 7.272127485508062, "slip_exit_bps": 9.933939313935607, "slip_total_bps": 17.20606679944367, "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": "2026-07-17T10:33:09.901253-04:00"}
{"ts": "2026-07-17T10:33:13.046542-04:00", "symbol": "TXN", "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": "2026-07-17T10:32:57.973174-04:00", "decision_ts": "2026-07-17T10:33:12.973174-04:00", "open": 283.935, "high": 284.22, "low": 282.61, "close": 282.61, "fill": 282.61, "vwap": 282.8408938122922, "ticks": 16}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "282.61", "bar VWAP": "282.8409", "close \u2212 VWAP": "-0.2309"}, "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": "2026-07-17T10:33:13.063926-04:00"}
{"ts": "2026-07-17T10:33:14.206541-04:00", "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": "2026-07-17T10:32:58.817095-04:00", "decision_ts": "2026-07-17T10:33:13.817095-04:00", "open": 167.83, "high": 168.0004, "low": 167.04, "close": 167.23, "fill": 167.23, "vwap": 167.13071377881036, "ticks": 21}, "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 -2.90% < -1.50% (EOD 568.92 \u2192 1m 552.44); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.44", "deviation": "-2.90%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.44", "deviation": "-2.90%", "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": "2026-07-17T10:33:14.207285-04:00"}
{"ts": "2026-07-17T10:33:17.304446-04:00", "symbol": "ADSK", "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": "2026-07-17T10:33:02.245242-04:00", "decision_ts": "2026-07-17T10:33:17.245242-04:00", "open": 217.9, "high": 218.04, "low": 217.9, "close": 218.005, "fill": 218.005, "vwap": 217.89242496354524, "ticks": 9}, "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": "218.00", "bar VWAP": "217.8924", "close \u2212 VWAP": "+0.1126"}, "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": "2026-07-17T10:33:17.350252-04:00"}
{"ts": "2026-07-17T10:33:28.511331-04:00", "symbol": "ALAB", "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": "2026-07-17T10:33:13.362070-04:00", "decision_ts": "2026-07-17T10:33:28.362070-04:00", "open": 301.11, "high": 302.06, "low": 299.88, "close": 300.315, "fill": 300.315, "vwap": 300.5304331788917, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "300.31", "bar VWAP": "300.5304", "close \u2212 VWAP": "-0.2154"}, "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": "2026-07-17T10:33:28.542181-04:00"}
{"ts": "2026-07-17T10:33:38.594642-04:00", "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": "2026-07-17T10:33:23.010715-04:00", "decision_ts": "2026-07-17T10:33:38.010715-04:00", "open": 210.66, "high": 210.675, "low": 209.73, "close": 210.39, "fill": 210.39, "vwap": 209.75949951043523, "ticks": 197}, "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 -2.90% < -1.50% (EOD 568.92 \u2192 1m 552.44); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.44", "deviation": "-2.90%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.44", "deviation": "-2.90%", "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": "2026-07-17T10:33:38.602875-04:00"}
{"ts": "2026-07-17T10:38:11.596493-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T10:37:56.032345-04:00", "decision_ts": "2026-07-17T10:38:11.032345-04:00", "open": 234.76, "high": 234.76, "low": 234.17, "close": 234.17, "fill": 234.17, "vwap": 234.39905506567808, "ticks": 2}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "234.17", "bar VWAP": "234.3991", "close \u2212 VWAP": "-0.2291"}, "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": "2026-07-17T10:38:11.642751-04:00"}
{"ts": "2026-07-17T10:42:18.759911-04:00", "symbol": "CVS", "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": "2026-07-17T10:42:02.953703-04:00", "decision_ts": "2026-07-17T10:42:17.953703-04:00", "open": 107.87, "high": 107.87, "low": 107.81, "close": 107.8599, "fill": 107.8599, "vwap": 107.86687904547841, "ticks": 2}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "107.86", "bar VWAP": "107.8669", "close \u2212 VWAP": "-0.0070"}, "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": "2026-07-17T10:42:18.862673-04:00"}
{"ts": "2026-07-17T10:43:17.256128-04:00", "symbol": "MNST", "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": "2026-07-17T10:43:01.784567-04:00", "decision_ts": "2026-07-17T10:43:16.784567-04:00", "open": 98.62, "high": 98.6584, "low": 98.62, "close": 98.6584, "fill": 98.6584, "vwap": 98.63555761095279, "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": "98.66", "bar VWAP": "98.6356", "close \u2212 VWAP": "+0.0228"}, "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": "2026-07-17T10:43:17.290049-04:00"}
{"ts": "2026-07-17T10:43:25.482639-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T10:43:09.850402-04:00", "decision_ts": "2026-07-17T10:43:24.850402-04:00", "open": 150.38, "high": 150.38, "low": 150.24, "close": 150.37, "fill": 150.37, "vwap": 150.33369637551527, "ticks": 3}, "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 150.33 +0.10% = 150.48; first tick (after delay) 150.37 @ 10:43:25; gap +0.02% \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": "2026-07-17T10:43:25.483183-04:00"}
{"ts": "2026-07-17T10:46:32.940098-04:00", "symbol": "FTNT", "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": "2026-07-17T10:46:17.888698-04:00", "decision_ts": "2026-07-17T10:46:32.888698-04:00", "open": 161.78, "high": 161.78, "low": 161.45, "close": 161.45, "fill": 161.5, "vwap": 161.5456127017157, "ticks": 2}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "161.45", "bar VWAP": "161.5456", "close \u2212 VWAP": "-0.0956"}, "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": "2026-07-17T10:46:33.013273-04:00"}
{"ts": "2026-07-17T10:46:37.161094-04:00", "symbol": "ALAB", "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": "2026-07-17T10:46:21.645296-04:00", "decision_ts": "2026-07-17T10:46:36.645296-04:00", "open": 301.88, "high": 301.88, "low": 300.51, "close": 300.79, "fill": 300.79, "vwap": 300.7479513030382, "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": "anchor_drift", "skip_detail": "SMH fell -2.48% < -1.50% (EOD 568.92 \u2192 1m 554.83); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "554.83", "deviation": "-2.48%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "554.83", "deviation": "-2.48%", "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": "2026-07-17T10:46:37.191644-04:00"}
{"ts": "2026-07-17T10:47:04.351698-04:00", "symbol": "CRWD", "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": "2026-07-17T10:46:49.247573-04:00", "decision_ts": "2026-07-17T10:47:04.247573-04:00", "open": 205.94, "high": 205.94, "low": 205.01, "close": 205.235, "fill": 205.235, "vwap": 205.0302641379887, "ticks": 24}, "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 205.03 +0.10% = 205.24; first tick (after delay) 205.24 @ 10:47:04; gap +0.10% \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": "2026-07-17T10:47:04.352729-04:00"}
{"ts": "2026-07-17T10:49:01.908139-04:00", "symbol": "HON", "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": "2026-07-17T10:48:46.876021-04:00", "decision_ts": "2026-07-17T10:49:01.876021-04:00", "open": 228.43, "high": 228.43, "low": 228.12, "close": 228.12, "fill": 228.12, "vwap": 228.22073953758385, "ticks": 3}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "228.12", "bar VWAP": "228.2207", "close \u2212 VWAP": "-0.1007"}, "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": "2026-07-17T10:49:01.979359-04:00"}
{"ts": "2026-07-17T10:50:22.378324-04:00", "symbol": "INSM", "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": "2026-07-17T10:50:06.458804-04:00", "decision_ts": "2026-07-17T10:50:21.458804-04:00", "open": 109.22, "high": 109.22, "low": 109.04, "close": 109.08, "fill": 109.08, "vwap": 109.0895411373341, "ticks": 2}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "109.08", "bar VWAP": "109.0895", "close \u2212 VWAP": "-0.0095"}, "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": "2026-07-17T10:50:22.542396-04:00"}
{"ts": "2026-07-17T10:52:03.067057-04:00", "symbol": "VRTX", "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": "2026-07-17T10:51:47.101505-04:00", "decision_ts": "2026-07-17T10:52:02.101505-04:00", "open": 488.845, "high": 488.85, "low": 488.43, "close": 488.43, "fill": 488.43, "vwap": 488.76446948326674, "ticks": 1}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "488.43", "bar VWAP": "488.7645", "close \u2212 VWAP": "-0.3345"}, "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": "2026-07-17T10:52:03.131897-04:00"}
{"ts": "2026-07-17T10:52:10.362053-04:00", "symbol": "ALAB", "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": "2026-07-17T10:51:55.117554-04:00", "decision_ts": "2026-07-17T10:52:10.117554-04:00", "open": 302.87, "high": 303.04, "low": 300.12, "close": 300.12, "fill": 300.12, "vwap": 300.7764204802045, "ticks": 8}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "300.12", "bar VWAP": "300.7764", "close \u2212 VWAP": "-0.6564"}, "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": "2026-07-17T10:52:10.399726-04:00"}
{"ts": "2026-07-17T10:52:32.280028-04:00", "symbol": "ADBE", "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": "2026-07-17T10:52:16.985055-04:00", "decision_ts": "2026-07-17T10:52:31.985055-04:00", "open": 234.64, "high": 235.49, "low": 234.2, "close": 234.235, "fill": 234.3, "vwap": 235.45372813164826, "ticks": 166}, "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": "large_gap", "skip_detail": "threshold VWAP@touch 235.45 -0.40% = 234.51; first tick (after delay) 234.30 @ 10:52:32; gap +0.49% > max 0.40%", "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": "2026-07-17T10:52:32.313140-04:00"}
{"ts": "2026-07-17T10:53:49.911486-04:00", "symbol": "FAST", "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": "2026-07-17T10:53:34.144751-04:00", "decision_ts": "2026-07-17T10:53:49.144751-04:00", "open": 46.4, "high": 46.42, "low": 46.395, "close": 46.415, "fill": 46.415, "vwap": 46.41607315003897, "ticks": 14}, "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 46.42 -0.10% = 46.37; first tick (after delay) 46.41 @ 10:53:49; 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": "2026-07-17T10:53:49.930242-04:00"}
{"ts": "2026-07-17T10:54:07.094878-04:00", "symbol": "PANW", "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": "2026-07-17T10:53:51.417516-04:00", "decision_ts": "2026-07-17T10:54:06.417516-04:00", "open": 361.235, "high": 361.235, "low": 360.24, "close": 360.55, "fill": 360.55, "vwap": 360.4798439915858, "ticks": 9}, "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 360.48 +0.10% = 360.84; first tick (after delay) 360.55 @ 10:54:07; gap +0.02% \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": "2026-07-17T10:54:07.096469-04:00"}
{"ts": "2026-07-17T10:57:00.702799-04:00", "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": "2026-07-17T10:56:45.702368-04:00", "decision_ts": "2026-07-17T10:57:00.702368-04:00", "open": 167.61, "high": 167.61, "low": 167.2, "close": 167.3, "fill": 167.2, "vwap": 167.23429543113966, "ticks": 25}, "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 -2.56% < -1.50% (EOD 568.92 \u2192 1m 554.34); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "554.34", "deviation": "-2.56%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "554.34", "deviation": "-2.56%", "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": "2026-07-17T10:57:00.832234-04:00"}
{"ts": "2026-07-17T10:57:05.781903-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T10:56:50.425075-04:00", "decision_ts": "2026-07-17T10:57:05.425075-04:00", "open": 258.18, "high": 258.18, "low": 257.02, "close": 257.29, "fill": 257.29, "vwap": 257.1585850991958, "ticks": 2}, "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": "QQQ fell -1.50% < -1.50% (EOD 705.94 \u2192 1m 695.34); skip long", "skip_metrics": {"anchor": "QQQ", "EOD close": "705.94", "last 1m close": "695.34", "deviation": "-1.50%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "705.94", "last 1m close": "695.34", "deviation": "-1.50%", "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": "2026-07-17T10:57:05.799365-04:00"}
{"ts": "2026-07-17T10:59:00.875852-04:00", "symbol": "MCHP", "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": "2026-07-17T10:58:45.722184-04:00", "decision_ts": "2026-07-17T10:59:00.722184-04:00", "open": 79.91, "high": 79.91, "low": 79.56, "close": 79.61, "fill": 79.61, "vwap": 79.59618399733343, "ticks": 20}, "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 -2.88% < -1.50% (EOD 568.92 \u2192 1m 552.55); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.55", "deviation": "-2.88%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.55", "deviation": "-2.88%", "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": "2026-07-17T10:59:00.931689-04:00"}
{"ts": "2026-07-17T10:59:14.379926-04:00", "symbol": "NXPI", "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": "2026-07-17T10:58:58.636582-04:00", "decision_ts": "2026-07-17T10:59:13.636582-04:00", "open": 263.86, "high": 263.86, "low": 263.08, "close": 263.39, "fill": 263.39, "vwap": 263.3632113293046, "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": "anchor_drift", "skip_detail": "SMH fell -2.88% < -1.50% (EOD 568.92 \u2192 1m 552.55); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.55", "deviation": "-2.88%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.55", "deviation": "-2.88%", "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": "2026-07-17T10:59:14.381308-04:00"}
{"ts": "2026-07-17T11:00:16.197928-04:00", "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": "2026-07-17T11:00:01.161127-04:00", "decision_ts": "2026-07-17T11:00:16.161127-04:00", "open": 210.08, "high": 210.25, "low": 209.865, "close": 209.88, "fill": 209.905, "vwap": 209.99649694433037, "ticks": 213}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "209.88", "bar VWAP": "209.9965", "close \u2212 VWAP": "-0.1165"}, "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": "2026-07-17T11:00:16.556042-04:00"}
{"ts": "2026-07-17T11:00:55.847574-04:00", "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": "2026-07-17T11:00:40.791284-04:00", "decision_ts": "2026-07-17T11:00:55.791284-04:00", "open": 1274.0, "high": 1275.32, "low": 1270.39, "close": 1271.09, "fill": 1271.09, "vwap": 1270.8782909393528, "ticks": 67}, "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 -2.91% < -1.50% (EOD 568.92 \u2192 1m 552.35); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.35", "deviation": "-2.91%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.35", "deviation": "-2.91%", "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": "2026-07-17T11:00:55.848612-04:00"}
{"ts": "2026-07-17T11:01:33.068583-04:00", "symbol": "GLW", "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": "2026-07-17T11:01:17.327275-04:00", "decision_ts": "2026-07-17T11:01:32.327275-04:00", "open": 152.2501, "high": 152.2501, "low": 151.75, "close": 151.75, "fill": 151.75, "vwap": 152.07358291148674, "ticks": 84}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "151.75", "bar VWAP": "152.0736", "close \u2212 VWAP": "-0.3236"}, "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": "2026-07-17T11:01:33.140701-04:00"}
{"ts": "2026-07-17T11:01:40.308316-04:00", "symbol": "INTC", "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": "2026-07-17T11:01:25.221232-04:00", "decision_ts": "2026-07-17T11:01:40.221232-04:00", "open": 93.13, "high": 93.2199, "low": 92.8101, "close": 92.885, "fill": 92.87, "vwap": 92.9513215564803, "ticks": 286}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "92.89", "bar VWAP": "92.9513", "close \u2212 VWAP": "-0.0663"}, "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": "2026-07-17T11:01:40.412509-04:00"}
{"ts": "2026-07-17T11:01:50.379930-04:00", "symbol": "MRVL", "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": "2026-07-17T11:01:35.076880-04:00", "decision_ts": "2026-07-17T11:01:50.076880-04:00", "open": 184.6846, "high": 184.9499, "low": 183.88, "close": 184.04, "fill": 184.12, "vwap": 183.95032935494078, "ticks": 90}, "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 -2.96% < -1.50% (EOD 568.92 \u2192 1m 552.06); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.06", "deviation": "-2.96%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.06", "deviation": "-2.96%", "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": "2026-07-17T11:01:50.388654-04:00"}
{"ts": "2026-07-17T11:02:06.588843-04:00", "symbol": "ORLY", "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": "2026-07-17T11:01:51.097502-04:00", "decision_ts": "2026-07-17T11:02:06.097502-04:00", "open": 86.75, "high": 87.055, "low": 86.745, "close": 86.91, "fill": 86.91, "vwap": 86.97963822293129, "ticks": 76}, "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 86.98 -0.10% = 86.89; first tick (after delay) 86.91 @ 11:02:06; 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": "2026-07-17T11:02:06.671497-04:00"}
{"ts": "2026-07-17T11:03:49.252037-04:00", "symbol": "SNDK", "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": "2026-07-17T11:03:34.020045-04:00", "decision_ts": "2026-07-17T11:03:49.020045-04:00", "open": 1401.0, "high": 1404.06, "low": 1394.0, "close": 1397.0601, "fill": 1397.0601, "vwap": 1394.3791246984822, "ticks": 96}, "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": "QQQ fell -1.66% < -1.50% (EOD 705.94 \u2192 1m 694.23); skip long", "skip_metrics": {"anchor": "QQQ", "EOD close": "705.94", "last 1m close": "694.23", "deviation": "-1.66%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "705.94", "last 1m close": "694.23", "deviation": "-1.66%", "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": "2026-07-17T11:03:49.335248-04:00"}
{"ts": "2026-07-17T11:05:02.731838-04:00", "symbol": "ADI", "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": "2026-07-17T11:04:46.810411-04:00", "decision_ts": "2026-07-17T11:05:01.810411-04:00", "open": 372.71, "high": 372.88, "low": 372.0, "close": 372.265, "fill": 372.265, "vwap": 372.181845141637, "ticks": 16}, "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 -3.22% < -1.50% (EOD 568.92 \u2192 1m 550.58); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "550.58", "deviation": "-3.22%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "550.58", "deviation": "-3.22%", "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": "2026-07-17T11:05:02.806668-04:00"}
{"ts": "2026-07-17T11:05:42.024121-04:00", "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": "2026-07-17T11:05:27.013205-04:00", "decision_ts": "2026-07-17T11:05:42.013205-04:00", "open": 122.65, "high": 122.86, "low": 122.615, "close": 122.7353, "fill": 122.7353, "vwap": 122.8541347463759, "ticks": 19}, "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 122.85 -0.10% = 122.73; first tick (after delay) 122.74 @ 11:05:42; gap +0.10% \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": "2026-07-17T11:05:42.053349-04:00"}
{"ts": "2026-07-17T11:05:48.184919-04:00", "symbol": "ASML", "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": "2026-07-17T11:05:32.537862-04:00", "decision_ts": "2026-07-17T11:05:47.537862-04:00", "open": 1741.08, "high": 1741.83, "low": 1736.61, "close": 1737.19, "fill": 1737.19, "vwap": 1736.6714118518846, "ticks": 67}, "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 -3.22% < -1.50% (EOD 568.92 \u2192 1m 550.58); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "550.58", "deviation": "-3.22%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "550.58", "deviation": "-3.22%", "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": "2026-07-17T11:05:48.245383-04:00"}
{"ts": "2026-07-17T11:06:20.426614-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T11:06:05.048102-04:00", "decision_ts": "2026-07-17T11:06:20.048102-04:00", "open": 308.89, "high": 308.89, "low": 307.73, "close": 308.29, "fill": 308.29, "vwap": 308.5427864869335, "ticks": 55}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "308.29", "bar VWAP": "308.5428", "close \u2212 VWAP": "-0.2528"}, "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": "2026-07-17T11:06:20.447871-04:00"}
{"ts": "2026-07-17T11:06:25.622601-04:00", "symbol": "AMAT", "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": "2026-07-17T11:06:10.052478-04:00", "decision_ts": "2026-07-17T11:06:25.052478-04:00", "open": 529.74, "high": 530.425, "low": 528.6, "close": 529.9, "fill": 529.9, "vwap": 528.7564849164411, "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": "anchor_drift", "skip_detail": "SMH fell -3.25% < -1.50% (EOD 568.92 \u2192 1m 550.40); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "550.40", "deviation": "-3.25%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "550.40", "deviation": "-3.25%", "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": "2026-07-17T11:06:25.624708-04:00"}
{"ts": "2026-07-17T11:10:30.577846-04:00", "symbol": "ALAB", "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": "2026-07-17T11:10:15.236876-04:00", "decision_ts": "2026-07-17T11:10:30.236876-04:00", "open": 299.5, "high": 300.61, "low": 299.5, "close": 300.3901, "fill": 300.3901, "vwap": 300.5771961258515, "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 300.58 -0.10% = 300.28; first tick (after delay) 300.39 @ 11:10:30; 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": "2026-07-17T11:10:30.660283-04:00"}
{"ts": "2026-07-17T11:11:27.984646-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T11:11:12.254246-04:00", "decision_ts": "2026-07-17T11:11:27.254246-04:00", "open": 86.005, "high": 86.005, "low": 85.85, "close": 85.95, "fill": 85.95, "vwap": 85.88550712419811, "ticks": 22}, "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 -3.14% < -1.50% (EOD 568.92 \u2192 1m 551.08); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "551.08", "deviation": "-3.14%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "551.08", "deviation": "-3.14%", "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": "2026-07-17T11:11:28.014489-04:00"}
{"ts": "2026-07-17T11:14:40.692500-04:00", "symbol": "BA", "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": "2026-07-17T11:14:25.516740-04:00", "decision_ts": "2026-07-17T11:14:40.516740-04:00", "open": 214.26, "high": 214.3599, "low": 214.14, "close": 214.14, "fill": 214.14, "vwap": 214.2083918416447, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "214.14", "bar VWAP": "214.2084", "close \u2212 VWAP": "-0.0684"}, "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": "2026-07-17T11:14:40.710946-04:00"}
{"ts": "2026-07-17T11:19:27.831277-04:00", "symbol": "ALAB", "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": "2026-07-17T11:19:12.594801-04:00", "decision_ts": "2026-07-17T11:19:27.594801-04:00", "open": 300.22, "high": 301.335, "low": 300.22, "close": 300.92, "fill": 300.92, "vwap": 300.5342435838893, "ticks": 25}, "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": "300.92", "bar VWAP": "300.5342", "close \u2212 VWAP": "+0.3858"}, "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": "2026-07-17T11:19:27.879986-04:00"}
{"ts": "2026-07-17T11:20:05.023737-04:00", "symbol": "APP", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260717T101821-entry", "alpaca_parent_id": "ad93b00d-b96a-45f8-8c7b-8caa4d10d95b", "alpaca_tp_id": "b28c66b8-4289-43e1-9928-ac00d23894cc", "alpaca_sl_id": "12483b68-2a73-45ba-9196-c56975160075", "shares": 127.0, "entry_anchor_price": 419.21, "entry_price_ref": 419.9339074453691, "entry_price_fill": 419.15, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 414.6, "sl_level": 421.52, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 414.6, "exit_price_fill": 414.97, "exit_filled_at": "2026-07-17T15:20:05.265976+00:00", "pnl_ref": 677.4062455618694, "pnl_fill": 530.8599999999936, "return_pct_ref": 1.2701778424651144, "return_pct_fill": 0.9972563521412292, "slip_entry_bps": 18.66740054733678, "slip_exit_bps": 8.924264351181971, "slip_total_bps": 27.59166489851875, "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": "2026-07-17T11:20:05.343004-04:00"}
{"ts": "2026-07-17T11:20:22.220632-04:00", "symbol": "PLTR", "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": "2026-07-17T11:20:07.135308-04:00", "decision_ts": "2026-07-17T11:20:22.135308-04:00", "open": 131.2501, "high": 131.29, "low": 131.0614, "close": 131.135, "fill": 131.135, "vwap": 131.16921615412957, "ticks": 53}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "131.13", "bar VWAP": "131.1692", "close \u2212 VWAP": "-0.0342"}, "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": "2026-07-17T11:20:22.256010-04:00"}
{"ts": "2026-07-17T11:25:59.059737-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T11:25:43.852218-04:00", "decision_ts": "2026-07-17T11:25:58.852218-04:00", "open": 428.67, "high": 429.49, "low": 428.58, "close": 429.3, "fill": 429.3, "vwap": 429.4404057868675, "ticks": 20}, "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 429.44 -0.10% = 429.01; first tick (after delay) 429.30 @ 11:25:59; gap +0.03% \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": "2026-07-17T11:25:59.110012-04:00"}
{"ts": "2026-07-17T11:28:16.410576-04:00", "symbol": "MELI", "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": "2026-07-17T11:28:01.364395-04:00", "decision_ts": "2026-07-17T11:28:16.364395-04:00", "open": 1809.49, "high": 1809.49, "low": 1809.49, "close": 1809.49, "fill": 1809.49, "vwap": 1809.4747000497798, "ticks": 1}, "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": "1809.49", "bar VWAP": "1809.4747", "close \u2212 VWAP": "+0.0153"}, "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": "2026-07-17T11:28:16.510405-04:00"}
{"ts": "2026-07-17T11:32:26.088930-04:00", "symbol": "PCAR", "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": "2026-07-17T11:32:10.560645-04:00", "decision_ts": "2026-07-17T11:32:25.560645-04:00", "open": 127.2, "high": 127.2, "low": 126.98, "close": 127.07, "fill": 127.07, "vwap": 127.0621441182865, "ticks": 18}, "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": "QQQ fell -1.52% < -1.50% (EOD 705.94 \u2192 1m 695.24); skip long", "skip_metrics": {"anchor": "QQQ", "EOD close": "705.94", "last 1m close": "695.24", "deviation": "-1.52%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "705.94", "last 1m close": "695.24", "deviation": "-1.52%", "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": "2026-07-17T11:32:26.170126-04:00"}
{"ts": "2026-07-17T11:33:35.364575-04:00", "symbol": "SNPS", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-SNPS-20260717T113335-entry", "alpaca_parent_id": "3b1030e9-5e7e-4f06-8297-301dd9cebb15", "alpaca_tp_id": "80059d18-2a21-4037-a1f6-fbc997617b56", "alpaca_sl_id": "72d1535b-07fb-4a18-bedb-a637b13a2efd", "shares": 172.0, "entry_anchor_price": 378.48, "entry_price_ref": 379.1363917399163, "entry_price_fill": 378.11, "entry_gate_price": 378.48, "signal_ts": "2026-07-17T11:33:20.177889-04:00", "entry_filled_at": "2026-07-17T15:33:36.152054+00:00", "decision_bar_wall": "2026-07-17T11:33:20.198336-04:00", "entry_confirmed_wall": "2026-07-17T11:33:35.364575-04:00", "decision_bar": {"signal_ts": "2026-07-17T11:33:20.177889-04:00", "decision_ts": "2026-07-17T11:33:35.177889-04:00", "open": 377.67, "high": 379.52, "low": 377.67, "close": 378.48, "fill": 378.48, "vwap": 379.1363917399163, "ticks": 43}, "tp_level": 373.44934586381754, "sl_level": 381.51, "sl_anchor_price": 378.48, "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": "2026-07-17T15:45:00-04:00", "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": "SMH", "EOD close": "568.92", "last 1m close": "553.08", "deviation": "-2.78%", "threshold": "+1.50%", "TP boost": "SMH -2.78% \u2192 TP 1.50% from VWAP"}, "retouch_metrics": {"bar VWAP": "379.1364", "bar low": "377.67", "bar high": "379.31"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.17% = (379.14 \u2212 378.48) / 379.14", "close": "378.48 below VWAP 379.14", "open": "377.67 below VWAP 379.14", "local trend": "signal bar 0.49%/0.21% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev -2.78% 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": "2026-07-17T11:33:36.243568-04:00"}
{"ts": "2026-07-17T11:34:06.852109-04:00", "symbol": "WFC", "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": "2026-07-17T11:33:50.981713-04:00", "decision_ts": "2026-07-17T11:34:05.981713-04:00", "open": 88.77, "high": 88.785, "low": 88.7, "close": 88.7, "fill": 88.7, "vwap": 88.71326131356811, "ticks": 34}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "88.70", "bar VWAP": "88.7133", "close \u2212 VWAP": "-0.0133"}, "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": "2026-07-17T11:34:06.926282-04:00"}
{"ts": "2026-07-17T11:34:06.852109-04:00", "symbol": "SNPS", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SNPS-20260717T113335-entry", "alpaca_parent_id": "3b1030e9-5e7e-4f06-8297-301dd9cebb15", "alpaca_tp_id": "80059d18-2a21-4037-a1f6-fbc997617b56", "alpaca_sl_id": "72d1535b-07fb-4a18-bedb-a637b13a2efd", "shares": 172.0, "entry_anchor_price": 378.48, "entry_price_ref": 379.1363917399163, "entry_price_fill": 378.11, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 373.44934586381754, "sl_level": 381.51, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 381.51, "exit_price_fill": 381.51, "exit_filled_at": "2026-07-17T15:34:05.446452+00:00", "pnl_ref": -408.2606207343963, "pnl_fill": -584.7999999999961, "return_pct_ref": -0.6260565621756475, "return_pct_fill": -0.8992092248287564, "slip_entry_bps": 27.07183383810785, "slip_exit_bps": -0.0, "slip_total_bps": 27.07183383810785, "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": "2026-07-17T11:34:07.095597-04:00"}
{"ts": "2026-07-17T11:36:26.418033-04:00", "symbol": "CDNS", "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": "2026-07-17T11:36:26.434319-04:00"}
{"ts": "2026-07-17T11:38:02.651858-04:00", "symbol": "CRWD", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CRWD-20260717T113802-entry", "alpaca_parent_id": "12a1c69f-b50b-46bf-963c-3861d638bd42", "alpaca_tp_id": "a7fa2f17-489e-46d7-abcc-d572d7c658f5", "alpaca_sl_id": "b3666ddf-f688-4dde-acec-b94cd7ac6903", "shares": 315.0, "entry_anchor_price": 205.52, "entry_price_ref": 205.24463320987766, "entry_price_fill": 205.71, "entry_gate_price": 205.52, "signal_ts": "2026-07-17T11:37:47.285805-04:00", "entry_filled_at": "2026-07-17T15:38:03.790112+00:00", "decision_bar_wall": "2026-07-17T11:37:47.298825-04:00", "entry_confirmed_wall": "2026-07-17T11:38:02.651858-04:00", "decision_bar": {"signal_ts": "2026-07-17T11:37:47.285805-04:00", "decision_ts": "2026-07-17T11:38:02.285805-04:00", "open": 205.41, "high": 205.55, "low": 205.24, "close": 205.52, "fill": 205.52, "vwap": 205.24463320987766, "ticks": 38}, "tp_level": 207.78, "sl_level": 204.39, "sl_anchor_price": 205.52, "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": "2026-07-17T15:45:00-04:00", "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": "705.94", "last 1m close": "696.25", "deviation": "-1.37%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "205.2446", "bar low": "205.24", "bar high": "205.55"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.13% = (205.52 \u2212 205.24) / 205.24", "close": "205.52 above VWAP 205.24", "open": "205.41 above VWAP 205.24", "local trend": "signal bar: with-trade bar  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -1.37% 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": "2026-07-17T11:38:03.865238-04:00"}
{"ts": "2026-07-17T11:51:39.208322-04:00", "symbol": "LLY", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-LLY-20260717T115139-entry", "alpaca_parent_id": "47f7acd8-f33b-40b4-9bf7-4babb197edbd", "alpaca_tp_id": "a76eec8c-10a9-4903-884c-e64387eb27c9", "alpaca_sl_id": "50b73696-f524-4972-addc-bd81f5dcd153", "shares": 41.0, "entry_anchor_price": 1178.91, "entry_price_ref": 1177.7083253152996, "entry_price_fill": 1178.91, "entry_gate_price": 1178.91, "signal_ts": "2026-07-17T11:51:24.068175-04:00", "entry_filled_at": "2026-07-17T15:51:40.987640+00:00", "decision_bar_wall": "2026-07-17T11:51:24.135355-04:00", "entry_confirmed_wall": "2026-07-17T11:51:39.208322-04:00", "decision_bar": {"signal_ts": "2026-07-17T11:51:24.068175-04:00", "decision_ts": "2026-07-17T11:51:39.068175-04:00", "open": 1180.495, "high": 1180.63, "low": 1177.12, "close": 1178.29, "fill": 1178.91, "vwap": 1177.7083253152996, "ticks": 5}, "tp_level": 1191.88, "sl_level": 1172.43, "sl_anchor_price": 1178.91, "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": "2026-07-17T15:45:00-04:00", "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": "SPY", "EOD close": "750.72", "last 1m close": "745.24", "deviation": "-0.73%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "1177.7083", "bar low": "1177.12", "bar high": "1180.63"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.10% = (1178.91 \u2212 1177.71) / 1177.71", "close": "1178.29 above VWAP 1177.71", "open": "1180.49 above VWAP 1177.71", "local trend": "signal bar 0.30%/0.19% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.73% vs band -1.00%"}, "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": "2026-07-17T11:51:41.084557-04:00"}
{"ts": "2026-07-17T11:53:18.512625-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T11:53:03.497708-04:00", "decision_ts": "2026-07-17T11:53:18.497708-04:00", "open": 352.325, "high": 352.325, "low": 352.325, "close": 352.325, "fill": 352.325, "vwap": 352.3309654834258, "ticks": 1}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "352.32", "bar VWAP": "352.3310", "close \u2212 VWAP": "-0.0060"}, "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": "2026-07-17T11:53:18.580106-04:00"}
{"ts": "2026-07-17T11:54:17.954633-04:00", "symbol": "CRWD", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-CRWD-20260717T113802-entry", "alpaca_parent_id": "12a1c69f-b50b-46bf-963c-3861d638bd42", "alpaca_tp_id": "a7fa2f17-489e-46d7-abcc-d572d7c658f5", "alpaca_sl_id": "b3666ddf-f688-4dde-acec-b94cd7ac6903", "shares": 315.0, "entry_anchor_price": 205.52, "entry_price_ref": 205.24463320987766, "entry_price_fill": 205.71, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 207.78, "sl_level": 204.39, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 204.39, "exit_price_fill": 204.27, "exit_filled_at": "2026-07-17T15:54:09.247796+00:00", "pnl_ref": -269.20946111146793, "pnl_fill": -453.5999999999993, "return_pct_ref": -0.4163973481361438, "return_pct_fill": -0.7000145836371541, "slip_entry_bps": 22.67376168839816, "slip_exit_bps": 5.871128724496117, "slip_total_bps": 28.544890412894276, "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": "2026-07-17T11:54:17.973318-04:00"}
{"ts": "2026-07-17T11:54:25.481492-04:00", "symbol": "PANW", "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": "2026-07-17T11:54:10.332367-04:00", "decision_ts": "2026-07-17T11:54:25.332367-04:00", "open": 361.675, "high": 361.675, "low": 360.5401, "close": 360.93, "fill": 361.17, "vwap": 360.87980538349547, "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 360.88 +0.10% = 361.24; first tick (after delay) 361.17 @ 11:54:25; 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": "2026-07-17T11:54:25.530334-04:00"}
{"ts": "2026-07-17T11:54:31.184603-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T11:54:15.299016-04:00", "decision_ts": "2026-07-17T11:54:30.299016-04:00", "open": 417.2195, "high": 418.43, "low": 417.04, "close": 418.39, "fill": 418.39, "vwap": 418.2881560221103, "ticks": 21}, "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": "418.39", "bar VWAP": "418.2882", "close \u2212 VWAP": "+0.1018"}, "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": "2026-07-17T11:54:31.185286-04:00"}
{"ts": "2026-07-17T11:56:49.762804-04:00", "symbol": "UBER", "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": "2026-07-17T11:56:34.575029-04:00", "decision_ts": "2026-07-17T11:56:49.575029-04:00", "open": 72.305, "high": 72.35, "low": 72.29, "close": 72.3301, "fill": 72.3599, "vwap": 72.33623862815807, "ticks": 49}, "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) 72.36 @ 11:56:49 above VWAP@touch 72.34; 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": "2026-07-17T11:56:49.921516-04:00"}
{"ts": "2026-07-17T12:00:34.605816-04:00", "symbol": "CDNS", "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": "2026-07-17T12:00:19.103391-04:00", "decision_ts": "2026-07-17T12:00:34.103391-04:00", "open": 330.005, "high": 330.22, "low": 329.57, "close": 329.895, "fill": 329.895, "vwap": 329.68604086840577, "ticks": 9}, "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 329.69 +0.10% = 330.02; first tick (after delay) 329.89 @ 12:00:34; 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": "2026-07-17T12:00:34.793349-04:00"}
{"ts": "2026-07-17T12:03:37.611245-04:00", "symbol": "AXP", "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": "2026-07-17T12:03:22.037787-04:00", "decision_ts": "2026-07-17T12:03:37.037787-04:00", "open": 356.31, "high": 356.36, "low": 355.69, "close": 355.78, "fill": 355.78, "vwap": 355.7920789222407, "ticks": 30}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "355.78", "bar VWAP": "355.7921", "close \u2212 VWAP": "-0.0121"}, "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": "2026-07-17T12:03:37.707228-04:00"}
{"ts": "2026-07-17T12:04:04.785288-04:00", "symbol": "BAC", "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": "2026-07-17T12:03:49.636033-04:00", "decision_ts": "2026-07-17T12:04:04.636033-04:00", "open": 61.62, "high": 61.62, "low": 61.535, "close": 61.56, "fill": 61.55, "vwap": 61.535496769965526, "ticks": 34}, "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 61.54 +0.10% = 61.60; first tick (after delay) 61.55 @ 12:04:04; gap +0.02% \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": "2026-07-17T12:04:04.795257-04:00"}
{"ts": "2026-07-17T12:14:14.049265-04:00", "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": "2026-07-17T12:13:58.926110-04:00", "decision_ts": "2026-07-17T12:14:13.926110-04:00", "open": 122.63, "high": 122.8, "low": 122.54, "close": 122.8, "fill": 122.8, "vwap": 122.69102919182329, "ticks": 14}, "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": "122.80", "bar VWAP": "122.6910", "close \u2212 VWAP": "+0.1090"}, "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": "2026-07-17T12:14:14.140592-04:00"}
{"ts": "2026-07-17T12:15:09.116432-04:00", "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": {"signal_ts": "2026-07-17T12:14:54.065271-04:00", "decision_ts": "2026-07-17T12:15:09.065271-04:00", "open": 103.59, "high": 103.8, "low": 103.59, "close": 103.725, "fill": 103.725, "vwap": 103.7681833656369, "ticks": 35}, "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 103.77 -0.10% = 103.66; first tick (after delay) 103.72 @ 12:15:09; 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": "2026-07-17T12:15:09.175732-04:00"}
{"ts": "2026-07-17T12:16:52.759242-04:00", "symbol": "XOM", "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": "2026-07-17T12:16:37.148987-04:00", "decision_ts": "2026-07-17T12:16:52.148987-04:00", "open": 148.405, "high": 148.55, "low": 148.3825, "close": 148.55, "fill": 148.55, "vwap": 148.46038395285495, "ticks": 24}, "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": "148.55", "bar VWAP": "148.4604", "close \u2212 VWAP": "+0.0896"}, "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": "2026-07-17T12:16:52.838112-04:00"}
{"ts": "2026-07-17T12:17:28.003675-04:00", "symbol": "META", "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": "2026-07-17T12:17:12.910711-04:00", "decision_ts": "2026-07-17T12:17:27.910711-04:00", "open": 633.76, "high": 641.4, "low": 633.645, "close": 641.07, "fill": 640.755, "vwap": 636.6976494291893, "ticks": 1464}, "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": "641.07", "bar VWAP": "636.6976", "close \u2212 VWAP": "+4.3724"}, "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": "2026-07-17T12:17:28.047151-04:00"}
{"ts": "2026-07-17T12:25:47.237173-04:00", "symbol": "ADBE", "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": "2026-07-17T12:25:32.130127-04:00", "decision_ts": "2026-07-17T12:25:47.130127-04:00", "open": 234.39, "high": 235.42, "low": 234.34, "close": 235.372, "fill": 235.295, "vwap": 234.9338165859431, "ticks": 339}, "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": "235.37", "bar VWAP": "234.9338", "close \u2212 VWAP": "+0.4382"}, "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": "2026-07-17T12:25:47.402812-04:00"}
{"ts": "2026-07-17T12:31:01.703310-04:00", "symbol": "META", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-META-20260717T123101-entry", "alpaca_parent_id": "20275dcc-1863-463b-ade0-18333e93b0bf", "alpaca_tp_id": "18118d4a-4f31-48fa-9f57-411f190960b2", "alpaca_sl_id": "fd4e4786-986e-4fbe-9aeb-a9e99eb1fcbb", "shares": 82.0, "entry_anchor_price": 639.2, "entry_price_ref": 638.4963261974426, "entry_price_fill": 639.2, "entry_gate_price": 639.2, "signal_ts": "2026-07-17T12:30:46.697510-04:00", "entry_filled_at": "2026-07-17T16:31:02.172451+00:00", "decision_bar_wall": "2026-07-17T12:30:46.709671-04:00", "entry_confirmed_wall": "2026-07-17T12:31:01.703310-04:00", "decision_bar": {"signal_ts": "2026-07-17T12:30:46.697510-04:00", "decision_ts": "2026-07-17T12:31:01.697510-04:00", "open": 643.84, "high": 643.84, "low": 638.3801, "close": 638.97, "fill": 639.2, "vwap": 638.4963261974426, "ticks": 398}, "tp_level": 646.23, "sl_level": 635.68, "sl_anchor_price": 639.2, "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": "2026-07-17T15:45:00-04:00", "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": "705.94", "last 1m close": "698.43", "deviation": "-1.06%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "638.4963", "bar low": "638.45", "bar high": "643.84"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (639.20 \u2212 638.50) / 638.50", "close": "638.97 above VWAP 638.50", "open": "643.84 above VWAP 638.50", "local trend": "signal bar 0.85%/0.76% < 0.40%/0.20%  \u00b7  prior 1/4 < 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": "2026-07-17T12:31:02.406451-04:00"}
{"ts": "2026-07-17T12:31:04.956718-04:00", "symbol": "ADSK", "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": "2026-07-17T12:30:49.166630-04:00", "decision_ts": "2026-07-17T12:31:04.166630-04:00", "open": 216.675, "high": 217.47, "low": 216.67, "close": 217.335, "fill": 217.335, "vwap": 216.8203253993511, "ticks": 18}, "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": "217.34", "bar VWAP": "216.8203", "close \u2212 VWAP": "+0.5147"}, "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": "2026-07-17T12:31:04.956959-04:00"}
{"ts": "2026-07-17T12:32:41.505034-04:00", "symbol": "RTX", "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": "2026-07-17T12:32:25.686070-04:00", "decision_ts": "2026-07-17T12:32:40.686070-04:00", "open": 196.4, "high": 196.4, "low": 196.31, "close": 196.37, "fill": 196.37, "vwap": 196.3311686848034, "ticks": 2}, "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 196.33 +0.10% = 196.53; first tick (after delay) 196.37 @ 12:32:41; gap +0.02% \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": "2026-07-17T12:32:41.573436-04:00"}
{"ts": "2026-07-17T12:33:06.822805-04:00", "symbol": "MSFT", "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": "2026-07-17T12:32:51.582774-04:00", "decision_ts": "2026-07-17T12:33:06.582774-04:00", "open": 392.835, "high": 393.25, "low": 392.81, "close": 393.24, "fill": 393.24, "vwap": 393.1177989328099, "ticks": 83}, "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": "393.24", "bar VWAP": "393.1178", "close \u2212 VWAP": "+0.1222"}, "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": "2026-07-17T12:33:06.823671-04:00"}
{"ts": "2026-07-17T12:35:53.163719-04:00", "symbol": "IBM", "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": "2026-07-17T12:35:38.078309-04:00", "decision_ts": "2026-07-17T12:35:53.078309-04:00", "open": 213.34, "high": 213.5, "low": 213.25, "close": 213.44, "fill": 213.38, "vwap": 213.46151730425285, "ticks": 9}, "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 213.46 -0.10% = 213.25; first tick (after delay) 213.38 @ 12:35:53; 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": "2026-07-17T12:35:53.259407-04:00"}
{"ts": "2026-07-17T12:41:09.512386-04:00", "symbol": "META", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-META-20260717T123101-entry", "alpaca_parent_id": "20275dcc-1863-463b-ade0-18333e93b0bf", "alpaca_tp_id": "18118d4a-4f31-48fa-9f57-411f190960b2", "alpaca_sl_id": "fd4e4786-986e-4fbe-9aeb-a9e99eb1fcbb", "shares": 82.0, "entry_anchor_price": 639.2, "entry_price_ref": 638.4963261974426, "entry_price_fill": 639.2, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 646.23, "sl_level": 635.68, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 646.23, "exit_price_fill": 645.89, "exit_filled_at": "2026-07-17T16:41:10.891954+00:00", "pnl_ref": 634.1612518097072, "pnl_fill": 548.5799999999952, "return_pct_ref": 1.2112323102335232, "return_pct_fill": 1.046620775969953, "slip_entry_bps": 11.020796419427398, "slip_exit_bps": 5.261284681924884, "slip_total_bps": 16.282081101352283, "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": "2026-07-17T12:41:11.146426-04:00"}
{"ts": "2026-07-17T12:41:40.632066-04:00", "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": "2026-07-17T12:41:25.011258-04:00", "decision_ts": "2026-07-17T12:41:40.011258-04:00", "open": 181.085, "high": 181.16, "low": 181.075, "close": 181.14, "fill": 181.14, "vwap": 181.14940011870846, "ticks": 34}, "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 181.15 -0.10% = 180.97; first tick (after delay) 181.14 @ 12:41:40; gap +0.01% \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": "2026-07-17T12:41:40.776828-04:00"}
{"ts": "2026-07-17T12:53:18.264615-04:00", "symbol": "DXCM", "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": "2026-07-17T12:53:02.614622-04:00", "decision_ts": "2026-07-17T12:53:17.614622-04:00", "open": 76.67, "high": 76.73, "low": 76.65, "close": 76.73, "fill": 76.73, "vwap": 76.66243910636848, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "76.73", "bar VWAP": "76.6624", "close \u2212 VWAP": "+0.0676"}, "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": "2026-07-17T12:53:18.389296-04:00"}
{"ts": "2026-07-17T12:55:31.057678-04:00", "symbol": "ZS", "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": "2026-07-17T12:55:15.569717-04:00", "decision_ts": "2026-07-17T12:55:30.569717-04:00", "open": 149.77, "high": 149.8, "low": 149.77, "close": 149.8, "fill": 149.8, "vwap": 149.69142596461484, "ticks": 2}, "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": "149.80", "bar VWAP": "149.6914", "close \u2212 VWAP": "+0.1086"}, "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": "2026-07-17T12:55:31.128642-04:00"}
{"ts": "2026-07-17T13:00:21.162872-04:00", "symbol": "DASH", "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": "2026-07-17T13:00:05.317910-04:00", "decision_ts": "2026-07-17T13:00:20.317910-04:00", "open": 184.3, "high": 184.325, "low": 184.3, "close": 184.325, "fill": 184.325, "vwap": 184.3217304514802, "ticks": 2}, "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": "184.32", "bar VWAP": "184.3217", "close \u2212 VWAP": "+0.0033"}, "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": "2026-07-17T13:00:21.269310-04:00"}
{"ts": "2026-07-17T13:00:27.464616-04:00", "symbol": "CTSH", "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": "2026-07-17T13:00:11.773901-04:00", "decision_ts": "2026-07-17T13:00:26.773901-04:00", "open": 44.265, "high": 44.31, "low": 44.265, "close": 44.295, "fill": 44.295, "vwap": 44.30755161872916, "ticks": 21}, "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 44.31 -0.10% = 44.26; first tick (after delay) 44.30 @ 13:00:27; gap +0.03% \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": "2026-07-17T13:00:27.465234-04:00"}
{"ts": "2026-07-17T13:12:44.503904-04:00", "symbol": "GE", "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": "2026-07-17T13:12:29.312279-04:00", "decision_ts": "2026-07-17T13:12:44.312279-04:00", "open": 353.45, "high": 353.48, "low": 353.19, "close": 353.235, "fill": 353.235, "vwap": 353.2421766602528, "ticks": 8}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "353.24", "bar VWAP": "353.2422", "close \u2212 VWAP": "-0.0072"}, "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": "2026-07-17T13:12:44.536309-04:00"}
{"ts": "2026-07-17T13:23:47.900332-04:00", "symbol": "SNPS", "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": "2026-07-17T13:23:31.986107-04:00", "decision_ts": "2026-07-17T13:23:46.986107-04:00", "open": 381.465, "high": 381.55, "low": 380.34, "close": 380.5425, "fill": 380.5425, "vwap": 380.36622352106224, "ticks": 13}, "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 380.37 +0.10% = 380.75; first tick (after delay) 380.54 @ 13:23:47; 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": "2026-07-17T13:23:47.993245-04:00"}
{"ts": "2026-07-17T13:32:09.777301-04:00", "symbol": "CRM", "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": "2026-07-17T13:31:54.483816-04:00", "decision_ts": "2026-07-17T13:32:09.483816-04:00", "open": 171.58, "high": 171.68, "low": 171.44, "close": 171.65, "fill": 171.65, "vwap": 171.67623943436448, "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": "small_gap", "skip_detail": "threshold VWAP@touch 171.68 -0.10% = 171.50; first tick (after delay) 171.65 @ 13:32:09; gap +0.02% \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": "2026-07-17T13:32:09.885724-04:00"}
{"ts": "2026-07-17T13:38:17.638235-04:00", "symbol": "C", "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": "2026-07-17T13:38:02.400109-04:00", "decision_ts": "2026-07-17T13:38:17.400109-04:00", "open": 129.915, "high": 129.93, "low": 129.87, "close": 129.87, "fill": 129.88, "vwap": 129.91144319178724, "ticks": 34}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "129.87", "bar VWAP": "129.9114", "close \u2212 VWAP": "-0.0414"}, "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": "2026-07-17T13:38:17.667974-04:00"}
{"ts": "2026-07-17T13:50:22.234371-04:00", "symbol": "LLY", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-LLY-20260717T115139-entry", "alpaca_parent_id": "47f7acd8-f33b-40b4-9bf7-4babb197edbd", "alpaca_tp_id": "a76eec8c-10a9-4903-884c-e64387eb27c9", "alpaca_sl_id": "50b73696-f524-4972-addc-bd81f5dcd153", "shares": 41.0, "entry_anchor_price": 1178.91, "entry_price_ref": 1177.7083253152996, "entry_price_fill": 1178.91, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1191.88, "sl_level": 1172.43, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 1172.43, "exit_price_fill": 1171.91, "exit_filled_at": "2026-07-17T17:50:15.711235+00:00", "pnl_ref": -216.41133792728056, "pnl_fill": -287.0, "return_pct_ref": -0.4481861257019104, "return_pct_fill": -0.5937688203510039, "slip_entry_bps": 10.203499957247704, "slip_exit_bps": 4.435232807075747, "slip_total_bps": 14.63873276432345, "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": "2026-07-17T13:50:22.252496-04:00"}
{"ts": "2026-07-17T13:50:31.404648-04:00", "symbol": "AMZN", "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": "2026-07-17T13:50:15.873187-04:00", "decision_ts": "2026-07-17T13:50:30.873187-04:00", "open": 247.61, "high": 247.615, "low": 247.43, "close": 247.47, "fill": 247.47, "vwap": 247.4542929238758, "ticks": 27}, "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 247.45 +0.10% = 247.70; first tick (after delay) 247.47 @ 13:50:31; gap +0.01% \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": "2026-07-17T13:50:31.528566-04:00"}
{"ts": "2026-07-17T13:52:59.846527-04:00", "symbol": "ROP", "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": "2026-07-17T13:52:44.455647-04:00", "decision_ts": "2026-07-17T13:52:59.455647-04:00", "open": 362.84, "high": 362.95, "low": 362.64, "close": 362.795, "fill": 362.795, "vwap": 362.9122741423019, "ticks": 20}, "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 362.91 -0.10% = 362.55; first tick (after delay) 362.80 @ 13:52:59; gap +0.03% \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": "2026-07-17T13:52:59.976356-04:00"}
{"ts": "2026-07-17T13:58:42.685721-04:00", "symbol": "WDAY", "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": "2026-07-17T13:58:27.382689-04:00", "decision_ts": "2026-07-17T13:58:42.382689-04:00", "open": 145.425, "high": 145.58, "low": 145.425, "close": 145.54, "fill": 145.48, "vwap": 145.54254485232556, "ticks": 27}, "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 145.54 -0.10% = 145.40; first tick (after delay) 145.48 @ 13:58:42; 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": "2026-07-17T13:58:42.787021-04:00"}
{"ts": "2026-07-17T13:59:01.517029-04:00", "symbol": "CRWD", "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": "2026-07-17T13:58:45.823593-04:00", "decision_ts": "2026-07-17T13:59:00.823593-04:00", "open": 205.81, "high": 205.8399, "low": 205.45, "close": 205.56, "fill": 205.4501, "vwap": 205.46059300710112, "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": "price_cross_vwap", "skip_detail": "first tick (after delay) 205.45 @ 13:59:01 below VWAP@touch 205.46; 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": "2026-07-17T13:59:01.525446-04:00"}
{"ts": "2026-07-17T14:08:14.805310-04:00", "symbol": "DASH", "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": "2026-07-17T14:07:59.744410-04:00", "decision_ts": "2026-07-17T14:08:14.744410-04:00", "open": 184.635, "high": 184.65, "low": 184.4, "close": 184.475, "fill": 184.475, "vwap": 184.50506566116258, "ticks": 9}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "184.47", "bar VWAP": "184.5051", "close \u2212 VWAP": "-0.0301"}, "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": "2026-07-17T14:08:14.946834-04:00"}
{"ts": "2026-07-17T14:09:54.907338-04:00", "symbol": "AMAT", "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": "2026-07-17T14:09:39.265682-04:00", "decision_ts": "2026-07-17T14:09:54.265682-04:00", "open": 534.85, "high": 534.945, "low": 533.39, "close": 533.995, "fill": 533.99, "vwap": 533.5715887945506, "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": "anchor_drift", "skip_detail": "SMH fell -1.68% < -1.50% (EOD 568.92 \u2192 1m 559.34); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "559.34", "deviation": "-1.68%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "559.34", "deviation": "-1.68%", "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": "2026-07-17T14:09:55.001535-04:00"}
{"ts": "2026-07-17T14:10:31.211934-04:00", "symbol": "ALAB", "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": "2026-07-17T14:10:15.863017-04:00", "decision_ts": "2026-07-17T14:10:30.863017-04:00", "open": 305.64, "high": 305.64, "low": 303.18, "close": 304.315, "fill": 303.8, "vwap": 304.321118396481, "ticks": 91}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "304.31", "bar VWAP": "304.3211", "close \u2212 VWAP": "-0.0061"}, "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": "2026-07-17T14:10:31.445436-04:00"}
{"ts": "2026-07-17T14:11:02.521825-04:00", "symbol": "ADI", "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": "2026-07-17T14:10:47.088216-04:00", "decision_ts": "2026-07-17T14:11:02.088216-04:00", "open": 374.66, "high": 374.83, "low": 373.86, "close": 374.11, "fill": 374.11, "vwap": 373.9701812075127, "ticks": 42}, "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 -1.74% < -1.50% (EOD 568.92 \u2192 1m 559.04); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "559.04", "deviation": "-1.74%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "559.04", "deviation": "-1.74%", "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": "2026-07-17T14:11:02.522365-04:00"}
{"ts": "2026-07-17T14:15:50.950648-04:00", "symbol": "TSLA", "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": "2026-07-17T14:15:35.637373-04:00", "decision_ts": "2026-07-17T14:15:50.637373-04:00", "open": 381.85, "high": 381.97, "low": 381.5, "close": 381.67, "fill": 381.67, "vwap": 381.632931609804, "ticks": 146}, "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 381.63 +0.10% = 382.01; first tick (after delay) 381.67 @ 14:15:50; gap +0.01% \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": "2026-07-17T14:15:51.013481-04:00"}
{"ts": "2026-07-17T14:16:23.205299-04:00", "symbol": "GS", "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": "2026-07-17T14:16:07.801524-04:00", "decision_ts": "2026-07-17T14:16:22.801524-04:00", "open": 1073.3225, "high": 1073.3225, "low": 1072.61, "close": 1073.075, "fill": 1073.075, "vwap": 1072.7075834135032, "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": "small_gap", "skip_detail": "threshold VWAP@touch 1072.71 +0.10% = 1073.78; first tick (after delay) 1073.08 @ 14:16:23; gap +0.03% \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": "2026-07-17T14:16:23.252224-04:00"}
{"ts": "2026-07-17T14:16:34.400378-04:00", "symbol": "TXN", "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": "2026-07-17T14:16:19.337722-04:00", "decision_ts": "2026-07-17T14:16:34.337722-04:00", "open": 284.31, "high": 284.38, "low": 284.12, "close": 284.12, "fill": 284.12, "vwap": 284.16851933116465, "ticks": 3}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "284.12", "bar VWAP": "284.1685", "close \u2212 VWAP": "-0.0485"}, "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": "2026-07-17T14:16:34.481784-04:00"}
{"ts": "2026-07-17T14:17:23.679268-04:00", "symbol": "LRCX", "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": "2026-07-17T14:17:08.352316-04:00", "decision_ts": "2026-07-17T14:17:23.352316-04:00", "open": 311.655, "high": 311.685, "low": 310.76, "close": 310.82, "fill": 310.82, "vwap": 311.08872708586506, "ticks": 17}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "310.82", "bar VWAP": "311.0887", "close \u2212 VWAP": "-0.2687"}, "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": "2026-07-17T14:17:23.701753-04:00"}
{"ts": "2026-07-17T14:17:57.400749-04:00", "symbol": "NVDA", "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": "2026-07-17T14:17:42.195867-04:00", "decision_ts": "2026-07-17T14:17:57.195867-04:00", "open": 203.245, "high": 203.355, "low": 203.04, "close": 203.1, "fill": 203.105, "vwap": 203.08094858824168, "ticks": 299}, "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 203.08 +0.10% = 203.28; first tick (after delay) 203.10 @ 14:17:57; gap +0.01% \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": "2026-07-17T14:17:57.440046-04:00"}
{"ts": "2026-07-17T14:18:52.930466-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T14:18:37.357690-04:00", "decision_ts": "2026-07-17T14:18:52.357690-04:00", "open": 397.045, "high": 397.22, "low": 396.85, "close": 396.99, "fill": 396.99, "vwap": 396.8590379244003, "ticks": 99}, "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 -2.18% < -1.50% (EOD 568.92 \u2192 1m 556.50); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "556.50", "deviation": "-2.18%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "556.50", "deviation": "-2.18%", "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": "2026-07-17T14:18:52.954463-04:00"}
{"ts": "2026-07-17T14:20:37.209627-04:00", "symbol": "SNDK", "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": "2026-07-17T14:20:21.881747-04:00", "decision_ts": "2026-07-17T14:20:36.881747-04:00", "open": 1425.27, "high": 1426.0999, "low": 1418.5, "close": 1420.5001, "fill": 1420.5001, "vwap": 1419.785321605751, "ticks": 160}, "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 1419.79 +0.10% = 1421.21; first tick (after delay) 1420.50 @ 14:20:37; 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": "2026-07-17T14:20:37.274047-04:00"}
{"ts": "2026-07-17T14:24:51.003143-04:00", "symbol": "MS", "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": "2026-07-17T14:24:35.872663-04:00", "decision_ts": "2026-07-17T14:24:50.872663-04:00", "open": 214.85, "high": 214.91, "low": 214.68, "close": 214.735, "fill": 214.735, "vwap": 214.68920555143387, "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 214.69 +0.10% = 214.90; first tick (after delay) 214.74 @ 14:24:51; gap +0.02% \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": "2026-07-17T14:24:51.069511-04:00"}
{"ts": "2026-07-17T14:24:57.239742-04:00", "symbol": "JPM", "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": "2026-07-17T14:24:41.640183-04:00", "decision_ts": "2026-07-17T14:24:56.640183-04:00", "open": 342.59, "high": 342.59, "low": 342.27, "close": 342.28, "fill": 342.28, "vwap": 342.28218982750656, "ticks": 21}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "342.28", "bar VWAP": "342.2822", "close \u2212 VWAP": "-0.0022"}, "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": "2026-07-17T14:24:57.240718-04:00"}
{"ts": "2026-07-17T14:32:49.625867-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T14:32:33.849250-04:00", "decision_ts": "2026-07-17T14:32:48.849250-04:00", "open": 149.98, "high": 149.98, "low": 149.54, "close": 149.54, "fill": 149.54, "vwap": 149.84820840557504, "ticks": 4}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "149.54", "bar VWAP": "149.8482", "close \u2212 VWAP": "-0.3082"}, "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": "2026-07-17T14:32:49.724567-04:00"}
{"ts": "2026-07-17T14:37:16.221741-04:00", "symbol": "SNDK", "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": "2026-07-17T14:37:00.849662-04:00", "decision_ts": "2026-07-17T14:37:15.849662-04:00", "open": 1420.41, "high": 1421.295, "low": 1419.65, "close": 1420.8382, "fill": 1420.8382, "vwap": 1419.9618847638098, "ticks": 51}, "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 1419.96 +0.10% = 1421.38; first tick (after delay) 1420.84 @ 14:37:16; 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": "2026-07-17T14:37:16.583236-04:00"}
{"ts": "2026-07-17T14:40:16.410984-04:00", "symbol": "ALAB", "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": "2026-07-17T14:40:00.612727-04:00", "decision_ts": "2026-07-17T14:40:15.612727-04:00", "open": 304.5, "high": 304.64, "low": 304.475, "close": 304.475, "fill": 304.475, "vwap": 304.2509072447444, "ticks": 16}, "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": "304.48", "bar VWAP": "304.2509", "close \u2212 VWAP": "+0.2241"}, "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": "2026-07-17T14:40:16.696480-04:00"}
{"ts": "2026-07-17T14:42:52.278694-04:00", "symbol": "APP", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260717T144252-entry", "alpaca_parent_id": "b266bdb9-b33f-4254-96ff-21b959ad9eed", "alpaca_tp_id": "5164de2f-c029-46be-9a28-27650b1a846f", "alpaca_sl_id": "88099c54-365e-4957-b666-0cc79d012943", "shares": 152.0, "entry_anchor_price": 423.06, "entry_price_ref": 422.2943448372628, "entry_price_fill": 423.06, "entry_gate_price": 423.06, "signal_ts": "2026-07-17T14:42:37.109886-04:00", "entry_filled_at": "2026-07-17T18:42:54.785736+00:00", "decision_bar_wall": "2026-07-17T14:42:37.124697-04:00", "entry_confirmed_wall": "2026-07-17T14:42:52.278694-04:00", "decision_bar": {"signal_ts": "2026-07-17T14:42:37.109886-04:00", "decision_ts": "2026-07-17T14:42:52.109886-04:00", "open": 422.72, "high": 423.06, "low": 421.965, "close": 422.725, "fill": 423.06, "vwap": 422.2943448372628, "ticks": 77}, "tp_level": 427.71, "sl_level": 420.73, "sl_anchor_price": 423.06, "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": "2026-07-17T15:45:00-04:00", "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": "705.94", "last 1m close": "696.55", "deviation": "-1.33%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "422.2943", "bar low": "422.21", "bar high": "423.02"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.18% = (423.06 \u2212 422.29) / 422.29", "close": "422.73 above VWAP 422.29", "open": "422.72 above VWAP 422.29", "local trend": "signal bar: with-trade bar  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -1.33% 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": "2026-07-17T14:42:55.033171-04:00"}
{"ts": "2026-07-17T14:44:12.315486-04:00", "symbol": "APH", "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": "2026-07-17T14:43:56.886090-04:00", "decision_ts": "2026-07-17T14:44:11.886090-04:00", "open": 151.24, "high": 151.28, "low": 151.11, "close": 151.17, "fill": 151.21, "vwap": 151.1418949898639, "ticks": 9}, "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": "SPY fell -1.01% < -1.00% (EOD 750.72 \u2192 1m 743.15); skip long", "skip_metrics": {"anchor": "SPY", "EOD close": "750.72", "last 1m close": "743.15", "deviation": "-1.01%", "threshold": "-1.00%"}, "anchor_metrics": {"anchor": "SPY", "EOD close": "750.72", "last 1m close": "743.15", "deviation": "-1.01%", "threshold": "-1.00%"}, "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": "2026-07-17T14:44:12.484152-04:00"}
{"ts": "2026-07-17T14:46:00.921954-04:00", "symbol": "FTNT", "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": "2026-07-17T14:45:45.542596-04:00", "decision_ts": "2026-07-17T14:46:00.542596-04:00", "open": 162.04, "high": 162.07, "low": 161.9001, "close": 162.0, "fill": 162.0, "vwap": 161.94950667194428, "ticks": 9}, "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 161.95 +0.10% = 162.11; first tick (after delay) 162.00 @ 14:46:00; gap +0.03% \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": "2026-07-17T14:46:01.002590-04:00"}
{"ts": "2026-07-17T14:58:08.520479-04:00", "symbol": "UNH", "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": "2026-07-17T14:57:53.297462-04:00", "decision_ts": "2026-07-17T14:58:08.297462-04:00", "open": 431.47, "high": 431.47, "low": 431.185, "close": 431.185, "fill": 431.185, "vwap": 431.1854621865192, "ticks": 4}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "431.19", "bar VWAP": "431.1855", "close \u2212 VWAP": "-0.0005"}, "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": "2026-07-17T14:58:08.649502-04:00"}
{"ts": "2026-07-17T14:59:15.231324-04:00", "symbol": "COP", "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": "2026-07-17T14:58:59.637922-04:00", "decision_ts": "2026-07-17T14:59:14.637922-04:00", "open": 114.44, "high": 114.51, "low": 114.415, "close": 114.5, "fill": 114.5, "vwap": 114.49014906213874, "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": "114.50", "bar VWAP": "114.4901", "close \u2212 VWAP": "+0.0099"}, "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": "2026-07-17T14:59:15.289628-04:00"}
{"ts": "2026-07-17T15:07:29.372288-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T15:07:14.346499-04:00", "decision_ts": "2026-07-17T15:07:29.346499-04:00", "open": 257.74, "high": 257.76, "low": 257.5, "close": 257.715, "fill": 257.715, "vwap": 257.5425856692312, "ticks": 8}, "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 257.54 +0.10% = 257.80; first tick (after delay) 257.71 @ 15:07:29; 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": "2026-07-17T15:07:29.477611-04:00"}
{"ts": "2026-07-17T15:08:54.921832-04:00", "symbol": "ETN", "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": "2026-07-17T15:08:39.402602-04:00", "decision_ts": "2026-07-17T15:08:54.402602-04:00", "open": 398.95, "high": 399.05, "low": 397.91, "close": 398.2, "fill": 398.2, "vwap": 397.93165844345344, "ticks": 116}, "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 397.93 +0.10% = 398.33; first tick (after delay) 398.20 @ 15:08:54; 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": "2026-07-17T15:08:55.017816-04:00"}
{"ts": "2026-07-17T15:09:01.157513-04:00", "symbol": "ASML", "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": "2026-07-17T15:08:46.136338-04:00", "decision_ts": "2026-07-17T15:09:01.136338-04:00", "open": 1753.23, "high": 1754.01, "low": 1751.09, "close": 1751.5, "fill": 1751.5, "vwap": 1751.8472869929376, "ticks": 16}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1751.50", "bar VWAP": "1751.8473", "close \u2212 VWAP": "-0.3473"}, "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": "2026-07-17T15:09:01.194294-04:00"}
{"ts": "2026-07-17T15:11:24.046966-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T15:11:08.978603-04:00", "decision_ts": "2026-07-17T15:11:23.978603-04:00", "open": 87.11, "high": 87.11, "low": 86.955, "close": 86.98, "fill": 86.98, "vwap": 86.96725666119889, "ticks": 16}, "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 -2.36% < -1.50% (EOD 568.92 \u2192 1m 555.50); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "555.50", "deviation": "-2.36%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "555.50", "deviation": "-2.36%", "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": "2026-07-17T15:11:24.084729-04:00"}
{"ts": "2026-07-17T15:12:36.113387-04:00", "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": "2026-07-17T15:12:20.462477-04:00", "decision_ts": "2026-07-17T15:12:35.462477-04:00", "open": 212.02, "high": 212.09, "low": 211.69, "close": 211.72, "fill": 211.72, "vwap": 211.70886429596993, "ticks": 111}, "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 -2.43% < -1.50% (EOD 568.92 \u2192 1m 555.09); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "555.09", "deviation": "-2.43%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "555.09", "deviation": "-2.43%", "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": "2026-07-17T15:12:36.151096-04:00"}
{"ts": "2026-07-17T15:13:12.487917-04:00", "symbol": "VRTX", "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": "2026-07-17T15:12:56.682506-04:00", "decision_ts": "2026-07-17T15:13:11.682506-04:00", "open": 486.39, "high": 487.225, "low": 486.39, "close": 487.1, "fill": 487.1, "vwap": 487.1544804954402, "ticks": 26}, "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 487.15 -0.10% = 486.67; first tick (after delay) 487.10 @ 15:13:12; gap +0.01% \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": "2026-07-17T15:13:12.523606-04:00"}
{"ts": "2026-07-17T15:13:18.673599-04:00", "symbol": "META", "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": "2026-07-17T15:13:03.267638-04:00", "decision_ts": "2026-07-17T15:13:18.267638-04:00", "open": 642.025, "high": 642.28, "low": 641.64, "close": 642.16, "fill": 642.16, "vwap": 641.6775438490162, "ticks": 185}, "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 641.68 +0.10% = 642.32; first tick (after delay) 642.16 @ 15:13:18; 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": "2026-07-17T15:13:18.702389-04:00"}
{"ts": "2026-07-17T15:14:55.131769-04:00", "symbol": "ORCL", "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": "2026-07-17T15:14:39.692175-04:00", "decision_ts": "2026-07-17T15:14:54.692175-04:00", "open": 125.67, "high": 125.69, "low": 125.5817, "close": 125.63, "fill": 125.63, "vwap": 125.60331504177293, "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": "anchor_drift", "skip_detail": "SPY fell -1.04% < -1.00% (EOD 750.72 \u2192 1m 742.94); skip long", "skip_metrics": {"anchor": "SPY", "EOD close": "750.72", "last 1m close": "742.94", "deviation": "-1.04%", "threshold": "-1.00%"}, "anchor_metrics": {"anchor": "SPY", "EOD close": "750.72", "last 1m close": "742.94", "deviation": "-1.04%", "threshold": "-1.00%"}, "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": "2026-07-17T15:14:55.234259-04:00"}
{"ts": "2026-07-17T15:16:45.855139-04:00", "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, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-17T15:16:30.800126-04:00", "decision_ts": "2026-07-17T15:16:45.800126-04:00", "open": 863.53, "high": 864.0, "low": 861.34, "close": 861.57, "fill": 861.49, "vwap": 861.5010342261481, "ticks": 238}, "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 -2.71% < -1.50% (EOD 568.92 \u2192 1m 553.50); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "553.50", "deviation": "-2.71%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "553.50", "deviation": "-2.71%", "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": "2026-07-17T15:16:45.908094-04:00"}
{"ts": "2026-07-17T15:17:16.096883-04:00", "symbol": "MRVL", "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": "2026-07-17T15:17:00.508419-04:00", "decision_ts": "2026-07-17T15:17:15.508419-04:00", "open": 186.595, "high": 186.8, "low": 186.42, "close": 186.585, "fill": 186.585, "vwap": 186.53719197687994, "ticks": 87}, "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 -2.84% < -1.50% (EOD 568.92 \u2192 1m 552.79); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.79", "deviation": "-2.84%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "552.79", "deviation": "-2.84%", "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": "2026-07-17T15:17:16.257475-04:00"}
{"ts": "2026-07-17T15:19:01.372847-04:00", "symbol": "PLTR", "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": "2026-07-17T15:18:45.695761-04:00", "decision_ts": "2026-07-17T15:19:00.695761-04:00", "open": 132.11, "high": 132.17, "low": 131.91, "close": 131.925, "fill": 131.93, "vwap": 131.98692969906895, "ticks": 71}, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "131.93", "bar VWAP": "131.9869", "close \u2212 VWAP": "-0.0619"}, "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": "2026-07-17T15:19:01.455822-04:00"}
{"ts": "2026-07-17T15:25:52.138333-04:00", "symbol": "NXPI", "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": "2026-07-17T15:25:36.619106-04:00", "decision_ts": "2026-07-17T15:25:51.619106-04:00", "open": 265.6, "high": 265.6, "low": 265.34, "close": 265.39, "fill": 265.39, "vwap": 265.3657593186867, "ticks": 4}, "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 -2.67% < -1.50% (EOD 568.92 \u2192 1m 553.74); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "553.74", "deviation": "-2.67%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "568.92", "last 1m close": "553.74", "deviation": "-2.67%", "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": "2026-07-17T15:25:52.228690-04:00"}
{"ts": "2026-07-17T15:28:25.115958-04:00", "symbol": "ALAB", "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": "2026-07-17T15:28:09.299983-04:00", "decision_ts": "2026-07-17T15:28:24.299983-04:00", "open": 303.2899, "high": 304.95, "low": 303.2899, "close": 304.95, "fill": 304.95, "vwap": 303.920668602394, "ticks": 31}, "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": "304.95", "bar VWAP": "303.9207", "close \u2212 VWAP": "+1.0293"}, "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": "2026-07-17T15:28:25.238767-04:00"}
{"ts": "2026-07-17T15:30:39.820447-04:00", "symbol": "CDNS", "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": "2026-07-17T15:30:24.681061-04:00", "decision_ts": "2026-07-17T15:30:39.681061-04:00", "open": 328.71, "high": 329.7, "low": 328.71, "close": 329.45, "fill": 329.45, "vwap": 329.28062251404145, "ticks": 88}, "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": "329.45", "bar VWAP": "329.2806", "close \u2212 VWAP": "+0.1694"}, "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": "2026-07-17T15:30:40.012449-04:00"}
{"ts": "2026-07-17T15:32:40.174834-04:00", "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, "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": "outside_window", "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": "2026-07-17T15:32:40.188082-04:00"}
{"ts": "2026-07-17T15:35:52.646276-04:00", "symbol": "PGR", "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": "outside_window", "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": "2026-07-17T15:35:52.661412-04:00"}
{"ts": "2026-07-17T15:40:07.449764-04:00", "symbol": "ADP", "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": "outside_window", "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": "2026-07-17T15:40:07.463843-04:00"}
{"ts": "2026-07-17T15:41:51.218525-04:00", "symbol": "SNPS", "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": "outside_window", "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": "2026-07-17T15:41:51.233384-04:00"}
{"ts": "2026-07-17T15:45:00.926835-04:00", "symbol": "APP", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-APP-20260717T154500-b266bdb9-exit-eod_close", "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: 152, available: 0)", "retry": "1/3", "logged_at": "2026-07-17T15:45:00.926884-04:00"}
{"ts": "2026-07-17T15:45:01.096387-04:00", "symbol": "APP", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-APP-20260717T154500-b266bdb9-exit-eod_close", "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: 152, available: 0)", "retry": "1/3", "logged_at": "2026-07-17T15:45:01.096417-04:00"}
{"ts": "2026-07-17T15:46:01.352658-04:00", "symbol": "APP", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260717T144252-entry", "alpaca_parent_id": "b266bdb9-b33f-4254-96ff-21b959ad9eed", "alpaca_tp_id": "5164de2f-c029-46be-9a28-27650b1a846f", "alpaca_sl_id": "88099c54-365e-4957-b666-0cc79d012943", "shares": 152.0, "entry_anchor_price": 423.06, "entry_price_ref": 422.2943448372628, "entry_price_fill": 423.06, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 427.71, "sl_level": 420.73, "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": "2026-07-17T15:45:00-04:00", "exit_reason": "eod_close", "exit_price_ref": 423.88, "exit_price_fill": 423.88, "exit_filled_at": "2026-07-17T19:46:02.843748+00:00", "pnl_ref": 241.01958473604964, "pnl_fill": 124.63999999999896, "return_pct_ref": 0.3754857677168877, "return_pct_fill": 0.19382593485557376, "slip_entry_bps": 18.13084101403801, "slip_exit_bps": 0.0, "slip_total_bps": 18.13084101403801, "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": "2026-07-17T15:46:02.985664-04:00"}
{"ts": "2026-07-17T15:46:20.352283-04:00", "symbol": "UBER", "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": "outside_window", "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": "2026-07-17T15:46:20.364832-04:00"}
{"ts": "2026-07-17T15:49:07.532641-04:00", "symbol": "CVS", "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": "outside_window", "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": "2026-07-17T15:49:07.543920-04:00"}
{"ts": "2026-07-17T15:54:50.044623-04:00", "symbol": "CSX", "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": "outside_window", "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": "2026-07-17T15:54:50.189761-04:00"}
{"ts": "2026-07-17T15:55:00.116138-04:00", "symbol": "VRSK", "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": "outside_window", "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": "2026-07-17T15:55:00.723173-04:00"}
{"ts": "2026-07-17T15:55:42.590030-04:00", "symbol": "IDXX", "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": "outside_window", "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": "2026-07-17T15:55:42.605750-04:00"}
{"ts": "2026-07-17T15:56:38.441631-04:00", "symbol": "PAYX", "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": "outside_window", "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": "2026-07-17T15:56:38.454168-04:00"}
{"ts": "2026-07-17T15:57:42.749830-04:00", "symbol": "ABT", "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": "outside_window", "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": "2026-07-17T15:57:42.766458-04:00"}
{"ts": "2026-07-17T15:59:50.017528-04:00", "symbol": "PLD", "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": "outside_window", "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": "2026-07-17T15:59:50.184127-04:00"}
{"ts": "2026-07-17T15:59:54.609047-04:00", "symbol": "NXPI", "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": "outside_window", "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": "2026-07-17T15:59:56.097007-04:00"}
{"ts": "2026-07-17T15:59:55.307285-04:00", "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, "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": "outside_window", "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": "2026-07-17T15:59:56.847501-04:00"}
{"ts": "2026-07-17T15:59:56.927103-04:00", "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": 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": "outside_window", "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": "2026-07-17T15:59:58.139166-04:00"}
{"ts": "2026-07-17T16:00:00-04:00", "symbol": "PYPL", "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": "outside_window", "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": "2026-07-17T16:01:00.055310-04:00"}
{"ts": "2026-07-17T16:00:00-04:00", "symbol": "ADI", "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": "outside_window", "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": "2026-07-17T16:01:00.226519-04:00"}