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{"ts": "2026-07-22T10:00:45.910768-04:00", "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": {"signal_ts": "2026-07-22T10:00:30.001392-04:00", "decision_ts": "2026-07-22T10:00:45.001392-04:00", "open": 194.7, "high": 195.09, "low": 194.61, "close": 195.05, "fill": 195.05, "vwap": 194.92402510549408, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "195.05", "bar VWAP": "194.9240", "close \u2212 VWAP": "+0.1260"}, "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": "2026-07-22T10:00:45.913519-04:00"}
{"ts": "2026-07-22T10:01:23.027210-04:00", "symbol": "CRWD", "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": "2026-07-22T10:01:07.448990-04:00", "decision_ts": "2026-07-22T10:01:22.448990-04:00", "open": 188.48, "high": 189.17, "low": 188.48, "close": 189.17, "fill": 189.22, "vwap": 188.84674696683228, "ticks": 97}, "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": "189.17", "bar VWAP": "188.8467", "close \u2212 VWAP": "+0.3233"}, "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": "2026-07-22T10:01:23.163036-04:00"}
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{"ts": "2026-07-22T10:02:18.569167-04:00", "symbol": "CRM", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CRM-20260722T100218-entry", "alpaca_parent_id": "8b6ac74e-7928-4624-8ed2-b62b4171a067", "alpaca_tp_id": "4ae29af6-e62a-49a4-8780-1a8aa8e219ff", "alpaca_sl_id": "39daccf6-e287-418f-a737-7f37ce2bc9a5", "shares": 378.0, "entry_anchor_price": 166.87, "entry_price_ref": 167.2546241086364, "entry_price_fill": 166.86, "entry_gate_price": 166.87, "signal_ts": "2026-07-22T10:02:03.536565-04:00", "entry_filled_at": "2026-07-22T14:02:20.574622+00:00", "decision_bar_wall": "2026-07-22T10:02:03.546250-04:00", "entry_confirmed_wall": "2026-07-22T10:02:18.569167-04:00", "decision_bar": {"signal_ts": "2026-07-22T10:02:03.536565-04:00", "decision_ts": "2026-07-22T10:02:18.536565-04:00", "open": 167.11, "high": 167.3, "low": 166.86, "close": 166.96, "fill": 166.87, "vwap": 167.2546241086364, "ticks": 80}, "tp_level": 165.03, "sl_level": 167.79, "sl_anchor_price": 166.87, "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": "2026-07-22T15:45:00-04:00", "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": "748.28", "last 1m close": "748.80", "deviation": "+0.07%", "threshold": "+1.00%"}, "retouch_metrics": {"bar VWAP": "167.2546", "bar low": "167.07", "bar high": "167.26"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.23% = (167.25 \u2212 166.87) / 167.25", "close": "166.96 below VWAP 167.25", "open": "167.11 below VWAP 167.25", "local trend": "signal bar: with-trade bar  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev +0.07% 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": "2026-07-22T10:02:20.730141-04:00"}
{"ts": "2026-07-22T10:02:56.667583-04:00", "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": "2026-07-22T10:02:41.198485-04:00", "decision_ts": "2026-07-22T10:02:56.198485-04:00", "open": 225.63, "high": 225.895, "low": 225.59, "close": 225.775, "fill": 225.775, "vwap": 225.89495161005695, "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": "small_gap", "skip_detail": "threshold VWAP@touch 225.89 -0.10% = 225.67; first tick (after delay) 225.78 @ 10:02:56; 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": "2026-07-22T10:02:56.668567-04:00"}
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{"ts": "2026-07-22T10:03:21.312310-04:00", "symbol": "TRI", "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": "2026-07-22T10:03:05.638973-04:00", "decision_ts": "2026-07-22T10:03:20.638973-04:00", "open": 90.48, "high": 90.48, "low": 90.48, "close": 90.48, "fill": 90.48, "vwap": 90.47263439834457, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "90.48", "bar VWAP": "90.4726", "close \u2212 VWAP": "+0.0074"}, "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": "2026-07-22T10:03:21.334358-04:00"}
{"ts": "2026-07-22T10:03:44.549940-04:00", "symbol": "ARM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T10:03:29.499090-04:00", "decision_ts": "2026-07-22T10:03:44.499090-04:00", "open": 285.3, "high": 285.435, "low": 283.1001, "close": 283.1001, "fill": 283.1001, "vwap": 284.11735977582816, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "283.10", "bar VWAP": "284.1174", "close \u2212 VWAP": "-1.0173"}, "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": "2026-07-22T10:03:44.574925-04:00"}
{"ts": "2026-07-22T10:03:50.733502-04:00", "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": "2026-07-22T10:03:35.651415-04:00", "decision_ts": "2026-07-22T10:03:50.651415-04:00", "open": 271.77, "high": 271.77, "low": 271.23, "close": 271.58, "fill": 271.58, "vwap": 271.3428125868241, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 271.34 +0.10% = 271.61; first tick (after delay) 271.58 @ 10:03:50; gap +0.09% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-22T10:03:50.733788-04:00"}
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{"ts": "2026-07-22T10:06:24.904494-04:00", "symbol": "ABNB", "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": "2026-07-22T10:06:09.869400-04:00", "decision_ts": "2026-07-22T10:06:24.869400-04:00", "open": 141.81, "high": 141.825, "low": 141.66, "close": 141.74, "fill": 141.74, "vwap": 141.81661221275556, "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 141.82 -0.10% = 141.67; first tick (after delay) 141.74 @ 10:06:24; 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": "2026-07-22T10:06:24.933157-04:00"}
{"ts": "2026-07-22T10:06:36.183843-04:00", "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": "2026-07-22T10:06:20.764357-04:00", "decision_ts": "2026-07-22T10:06:35.764357-04:00", "open": 43.86, "high": 43.96, "low": 43.86, "close": 43.96, "fill": 43.96, "vwap": 43.917389587559654, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "43.96", "bar VWAP": "43.9174", "close \u2212 VWAP": "+0.0426"}, "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": "2026-07-22T10:06:36.184757-04:00"}
{"ts": "2026-07-22T10:07:03.528650-04:00", "symbol": "INSM", "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": "2026-07-22T10:06:48.304682-04:00", "decision_ts": "2026-07-22T10:07:03.304682-04:00", "open": 107.825, "high": 108.14, "low": 107.825, "close": 108.1, "fill": 108.1, "vwap": 108.08390943060968, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "108.10", "bar VWAP": "108.0839", "close \u2212 VWAP": "+0.0161"}, "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": "2026-07-22T10:07:03.530272-04:00"}
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{"ts": "2026-07-22T10:44:26.606488-04:00", "symbol": "VRT", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-VRT-20260722T104426-entry", "alpaca_parent_id": "273679b8-7562-43d5-8f4c-48831cf26764", "alpaca_tp_id": "d15bda1f-1eb8-4c2d-a5b8-ba4db69bdad0", "alpaca_sl_id": "29595b2b-e2b1-40e2-bbd4-c6f71814023d", "shares": 142.0, "entry_anchor_price": 298.555, "entry_price_ref": 298.22914890078687, "entry_price_fill": 298.77, "entry_gate_price": 298.555, "signal_ts": "2026-07-22T10:44:10.652134-04:00", "entry_filled_at": "2026-07-22T14:44:28.446619+00:00", "decision_bar_wall": "2026-07-22T10:44:10.667750-04:00", "entry_confirmed_wall": "2026-07-22T10:44:26.606488-04:00", "decision_bar": {"signal_ts": "2026-07-22T10:44:10.652134-04:00", "decision_ts": "2026-07-22T10:44:25.652134-04:00", "open": 298.4, "high": 298.78, "low": 298.19, "close": 298.555, "fill": 298.555, "vwap": 298.22914890078687, "ticks": 26}, "tp_level": 301.84, "sl_level": 296.91, "sl_anchor_price": 298.555, "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": "2026-07-22T15:45:00-04:00", "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": "748.28", "last 1m close": "746.91", "deviation": "-0.18%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "298.2291", "bar low": "298.22", "bar high": "298.50"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (298.56 \u2212 298.23) / 298.23", "close": "298.56 above VWAP 298.23", "open": "298.40 above VWAP 298.23", "local trend": "signal bar: with-trade bar  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.18% 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": "2026-07-22T10:44:28.596484-04:00"}
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{"ts": "2026-07-22T10:55:03.225722-04:00", "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": 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": "duplicate_signal_open_bracket", "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": "2026-07-22T10:55:03.238149-04:00"}
{"ts": "2026-07-22T10:55:17.117527-04:00", "symbol": "ARM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T10:55:01.969887-04:00", "decision_ts": "2026-07-22T10:55:16.969887-04:00", "open": 284.25, "high": 284.25, "low": 284.0, "close": 284.0, "fill": 284.0, "vwap": 284.3476746884835, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "284.00", "bar VWAP": "284.3477", "close \u2212 VWAP": "-0.3477"}, "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": "2026-07-22T10:55:17.300428-04:00"}
{"ts": "2026-07-22T10:59:41.401767-04:00", "symbol": "DHR", "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": "2026-07-22T10:59:25.945933-04:00", "decision_ts": "2026-07-22T10:59:40.945933-04:00", "open": 174.94, "high": 175.205, "low": 174.92, "close": 175.205, "fill": 175.205, "vwap": 175.04733907738697, "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": "175.21", "bar VWAP": "175.0473", "close \u2212 VWAP": "+0.1577"}, "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": "2026-07-22T10:59:41.422464-04:00"}
{"ts": "2026-07-22T11:01:39.417176-04:00", "symbol": "CHTR", "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": "2026-07-22T11:01:23.390531-04:00", "decision_ts": "2026-07-22T11:01:38.390531-04:00", "open": 127.69, "high": 127.79, "low": 127.68, "close": 127.78, "fill": 127.78, "vwap": 127.69467898048259, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "127.78", "bar VWAP": "127.6947", "close \u2212 VWAP": "+0.0853"}, "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": "2026-07-22T11:01:39.499009-04:00"}
{"ts": "2026-07-22T11:10:49.876409-04:00", "symbol": "PM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SPY early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-22T11:10:49.887232-04:00"}
{"ts": "2026-07-22T11:22:21.123960-04:00", "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": "2026-07-22T11:22:05.445504-04:00", "decision_ts": "2026-07-22T11:22:20.445504-04:00", "open": 135.6573, "high": 135.67, "low": 135.5, "close": 135.5, "fill": 135.5, "vwap": 135.6294302803658, "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": "open_above_vwap", "skip_detail": null, "skip_metrics": {"bar open": "135.66", "bar VWAP": "135.6294", "bar open \u2212 VWAP": "+0.0279"}, "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": "2026-07-22T11:22:21.234138-04:00"}
{"ts": "2026-07-22T11:23:02.659584-04:00", "symbol": "CEG", "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": "2026-07-22T11:22:47.395450-04:00", "decision_ts": "2026-07-22T11:23:02.395450-04:00", "open": 270.6, "high": 270.67, "low": 270.09, "close": 270.18, "fill": 270.18, "vwap": 270.2690185169522, "ticks": 29}, "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": "270.18", "bar VWAP": "270.2690", "close \u2212 VWAP": "-0.0890"}, "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": "2026-07-22T11:23:02.660369-04:00"}
{"ts": "2026-07-22T11:27:53.108623-04:00", "symbol": "CRWD", "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": "2026-07-22T11:27:37.669184-04:00", "decision_ts": "2026-07-22T11:27:52.669184-04:00", "open": 187.9195, "high": 188.68, "low": 187.75, "close": 188.59, "fill": 188.59, "vwap": 188.6138494929901, "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": "small_gap", "skip_detail": "threshold VWAP@touch 188.61 -0.10% = 188.43; first tick (after delay) 188.59 @ 11:27:53; 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": "2026-07-22T11:27:53.188004-04:00"}
{"ts": "2026-07-22T11:28:45.676365-04:00", "symbol": "GEV", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-GEV-20260722T103027-entry", "alpaca_parent_id": "83bf2da6-f652-4715-9a09-2f2103cd1115", "alpaca_tp_id": "5b921384-ab32-43c2-a2d6-e683ea24b040", "alpaca_sl_id": "d59e35db-c2ad-463e-913c-9b2fae523955", "shares": 54.0, "entry_anchor_price": 1012.5, "entry_price_ref": 1013.7516575986275, "entry_price_fill": 1011.2, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1001.36, "sl_level": 1018.07, "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": "2026-07-22T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 1018.07, "exit_price_fill": 1018.85, "exit_filled_at": "2026-07-22T15:28:41.657582+00:00", "pnl_ref": -233.19048967411754, "pnl_fill": -413.0999999999988, "return_pct_ref": -0.4259763591017762, "return_pct_fill": -0.7565268987341778, "slip_entry_bps": 25.170440704105165, "slip_exit_bps": 7.661555688704831, "slip_total_bps": 32.83199639281, "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": "2026-07-22T11:28:45.697098-04:00"}
{"ts": "2026-07-22T11:35:00-04:00", "symbol": "PM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SPY early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-22T11:36:00.078657-04:00"}
{"ts": "2026-07-22T11:45:18.911403-04:00", "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": "2026-07-22T11:45:03.026450-04:00", "decision_ts": "2026-07-22T11:45:18.026450-04:00", "open": 156.16, "high": 156.16, "low": 156.07, "close": 156.09, "fill": 156.09, "vwap": 156.07197398379526, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 156.07 +0.10% = 156.23; first tick (after delay) 156.09 @ 11:45:18; 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": "2026-07-22T11:45:19.056989-04:00"}
{"ts": "2026-07-22T11:47:13.944512-04:00", "symbol": "HD", "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": "2026-07-22T11:46:58.648480-04:00", "decision_ts": "2026-07-22T11:47:13.648480-04:00", "open": 333.02, "high": 333.35, "low": 333.0, "close": 333.33, "fill": 333.33, "vwap": 333.21288863781916, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "333.33", "bar VWAP": "333.2129", "close \u2212 VWAP": "+0.1171"}, "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": "2026-07-22T11:47:14.124391-04:00"}
{"ts": "2026-07-22T11:53:09.572791-04:00", "symbol": "CHTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T11:52:54.408251-04:00", "decision_ts": "2026-07-22T11:53:09.408251-04:00", "open": 128.06, "high": 128.06, "low": 127.9, "close": 127.9, "fill": 127.9, "vwap": 127.92171222380784, "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": "127.90", "bar VWAP": "127.9217", "close \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": "2026-07-22T11:53:09.659085-04:00"}
{"ts": "2026-07-22T11:56:02.897050-04:00", "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": "2026-07-22T11:55:47.055732-04:00", "decision_ts": "2026-07-22T11:56:02.055732-04:00", "open": 215.66, "high": 215.66, "low": 215.35, "close": 215.43, "fill": 215.43, "vwap": 215.36061692476378, "ticks": 70}, "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 215.36 +0.10% = 215.58; first tick (after delay) 215.43 @ 11:56:02; 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": "2026-07-22T11:56:02.975787-04:00"}
{"ts": "2026-07-22T11:56:23.276711-04:00", "symbol": "APP", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260722T105240-entry", "alpaca_parent_id": "54820487-10e7-4590-af89-d9a3e3170548", "alpaca_tp_id": "d5938595-5662-4d3f-a1a4-bf16124d457e", "alpaca_sl_id": "fad002a0-a23f-4567-8bb5-b141eac2579c", "shares": 77.0, "entry_anchor_price": 415.79, "entry_price_ref": 414.2906667470602, "entry_price_fill": 415.815714, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 420.36, "sl_level": 413.5, "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": "2026-07-22T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 413.5, "exit_price_fill": 413.208442, "exit_filled_at": "2026-07-22T15:56:17.015560+00:00", "pnl_ref": -60.881339523634324, "pnl_fill": -200.75994400000178, "return_pct_ref": -0.1908483126758287, "return_pct_fill": -0.6270258463584755, "slip_entry_bps": 36.81104536856308, "slip_exit_bps": 7.050979443772892, "slip_total_bps": 43.862024812335974, "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": "2026-07-22T11:56:23.335958-04:00"}
{"ts": "2026-07-22T11:59:53.406316-04:00", "symbol": "MSTR", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MSTR-20260722T115953-entry", "alpaca_parent_id": "f3686aa5-cde9-40a1-bc08-bad90dae879d", "alpaca_tp_id": "cb183c66-5337-4403-8022-a5cf3c47ec0b", "alpaca_sl_id": "274344ea-2efd-4b0c-a120-d8290b75c545", "shares": 451.0, "entry_anchor_price": 99.695, "entry_price_ref": 99.81433682453718, "entry_price_fill": 99.65, "entry_gate_price": 99.695, "signal_ts": "2026-07-22T11:59:38.029442-04:00", "entry_filled_at": "2026-07-22T15:59:55.878337+00:00", "decision_bar_wall": "2026-07-22T11:59:38.056773-04:00", "entry_confirmed_wall": "2026-07-22T11:59:53.406316-04:00", "decision_bar": {"signal_ts": "2026-07-22T11:59:38.029442-04:00", "decision_ts": "2026-07-22T11:59:53.029442-04:00", "open": 99.5899, "high": 99.85, "low": 99.5, "close": 99.695, "fill": 99.695, "vwap": 99.81433682453718, "ticks": 38}, "tp_level": 98.6, "sl_level": 100.24, "sl_anchor_price": 99.695, "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": "2026-07-22T15:45:00-04:00", "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": "708.97", "last 1m close": "709.17", "deviation": "+0.03%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "99.8143", "bar low": "99.50", "bar high": "99.82"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.12% = (99.81 \u2212 99.69) / 99.81", "close": "99.69 below VWAP 99.81", "open": "99.59 below VWAP 99.81", "local trend": "signal bar 0.35%/0.11% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.03% 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": "2026-07-22T11:59:56.629080-04:00"}
{"ts": "2026-07-22T12:10:53.147679-04:00", "symbol": "FTNT", "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": "2026-07-22T12:10:38.051580-04:00", "decision_ts": "2026-07-22T12:10:53.051580-04:00", "open": 155.98, "high": 156.24, "low": 155.97, "close": 156.185, "fill": 156.185, "vwap": 156.16262060552205, "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": "156.19", "bar VWAP": "156.1626", "close \u2212 VWAP": "+0.0224"}, "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": "2026-07-22T12:10:53.319326-04:00"}
{"ts": "2026-07-22T12:19:00.609713-04:00", "symbol": "NFLX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T12:18:45.502309-04:00", "decision_ts": "2026-07-22T12:19:00.502309-04:00", "open": 70.115, "high": 70.145, "low": 70.02, "close": 70.035, "fill": 70.04, "vwap": 70.02031337375035, "ticks": 182}, "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 70.02 +0.10% = 70.09; first tick (after delay) 70.04 @ 12:19:00; 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": "2026-07-22T12:19:00.727383-04:00"}
{"ts": "2026-07-22T12:24:12.359799-04:00", "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": "2026-07-22T12:23:56.738344-04:00", "decision_ts": "2026-07-22T12:24:11.738344-04:00", "open": 176.26, "high": 176.3, "low": 175.87, "close": 175.87, "fill": 175.87, "vwap": 175.9520189819529, "ticks": 52}, "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": "175.87", "bar VWAP": "175.9520", "close \u2212 VWAP": "-0.0820"}, "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": "2026-07-22T12:24:12.476316-04:00"}
{"ts": "2026-07-22T12:26:23.546932-04:00", "symbol": "ARM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T12:26:08.409565-04:00", "decision_ts": "2026-07-22T12:26:23.409565-04:00", "open": 285.12, "high": 285.12, "low": 284.695, "close": 284.695, "fill": 284.695, "vwap": 284.86481499474104, "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": "284.69", "bar VWAP": "284.8648", "close \u2212 VWAP": "-0.1698"}, "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": "2026-07-22T12:26:23.673153-04:00"}
{"ts": "2026-07-22T12:31:39.842043-04:00", "symbol": "MSTR", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MSTR-20260722T115953-entry", "alpaca_parent_id": "f3686aa5-cde9-40a1-bc08-bad90dae879d", "alpaca_tp_id": "cb183c66-5337-4403-8022-a5cf3c47ec0b", "alpaca_sl_id": "274344ea-2efd-4b0c-a120-d8290b75c545", "shares": 451.0, "entry_anchor_price": 99.695, "entry_price_ref": 99.81433682453718, "entry_price_fill": 99.65, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 98.6, "sl_level": 100.24, "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": "2026-07-22T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 100.24, "exit_price_fill": 100.27, "exit_filled_at": "2026-07-22T16:31:33.580647+00:00", "pnl_ref": -191.97409213372998, "pnl_fill": -279.6199999999956, "return_pct_ref": -0.42645494525610506, "return_pct_fill": -0.6221776216758457, "slip_entry_bps": 16.46425050401924, "slip_exit_bps": 2.9928172386274077, "slip_total_bps": 19.457067742646647, "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": "2026-07-22T12:31:39.898999-04:00"}
{"ts": "2026-07-22T12:35:05.007914-04:00", "symbol": "DHR", "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": "2026-07-22T12:34:49.241612-04:00", "decision_ts": "2026-07-22T12:35:04.241612-04:00", "open": 175.925, "high": 175.925, "low": 175.77, "close": 175.775, "fill": 175.775, "vwap": 175.77145937943465, "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 175.77 +0.10% = 175.95; first tick (after delay) 175.78 @ 12:35:05; 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": "2026-07-22T12:35:05.557503-04:00"}
{"ts": "2026-07-22T12:36:42.376258-04:00", "symbol": "LITE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T12:36:26.721164-04:00", "decision_ts": "2026-07-22T12:36:41.721164-04:00", "open": 841.93, "high": 841.98, "low": 839.27, "close": 840.0, "fill": 840.0, "vwap": 839.3609498835459, "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": "small_gap", "skip_detail": "threshold VWAP@touch 839.36 +0.10% = 840.20; first tick (after delay) 840.00 @ 12:36:42; 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": "2026-07-22T12:36:42.405958-04:00"}
{"ts": "2026-07-22T12:41:02.565123-04:00", "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": "2026-07-22T12:40:46.888593-04:00", "decision_ts": "2026-07-22T12:41:01.888593-04:00", "open": 105.2, "high": 105.2, "low": 104.92, "close": 104.99, "fill": 104.99, "vwap": 105.01842971924658, "ticks": 520}, "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": "104.99", "bar VWAP": "105.0184", "close \u2212 VWAP": "-0.0284"}, "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": "2026-07-22T12:41:02.678667-04:00"}
{"ts": "2026-07-22T12:46:44.560145-04:00", "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": 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": "duplicate_signal_open_bracket", "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": "2026-07-22T12:46:44.582050-04:00"}
{"ts": "2026-07-22T12:57:25.115850-04:00", "symbol": "ORCL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T12:57:10.079626-04:00", "decision_ts": "2026-07-22T12:57:25.079626-04:00", "open": 126.6, "high": 126.76, "low": 126.6, "close": 126.75, "fill": 126.75, "vwap": 126.70099409342818, "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": "126.75", "bar VWAP": "126.7010", "close \u2212 VWAP": "+0.0490"}, "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": "2026-07-22T12:57:25.166403-04:00"}
{"ts": "2026-07-22T13:03:29.575017-04:00", "symbol": "TMUS", "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": "2026-07-22T13:03:13.808389-04:00", "decision_ts": "2026-07-22T13:03:28.808389-04:00", "open": 191.29, "high": 191.435, "low": 191.29, "close": 191.435, "fill": 191.435, "vwap": 191.39410259011152, "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": "191.44", "bar VWAP": "191.3941", "close \u2212 VWAP": "+0.0409"}, "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": "2026-07-22T13:03:29.603128-04:00"}
{"ts": "2026-07-22T13:03:53.854757-04:00", "symbol": "ANET", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T13:03:38.799127-04:00", "decision_ts": "2026-07-22T13:03:53.799127-04:00", "open": 175.205, "high": 175.205, "low": 174.69, "close": 174.815, "fill": 174.815, "vwap": 174.7241093991179, "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 174.72 +0.10% = 174.90; first tick (after delay) 174.81 @ 13:03:53; 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": "2026-07-22T13:03:53.956714-04:00"}
{"ts": "2026-07-22T13:24:34.634030-04:00", "symbol": "VRT", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-VRT-20260722T132433-273679b8-exit-take_profit", "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "submit_flatten", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient qty available for order (requested: 142, available: 0)", "retry": "1/3", "logged_at": "2026-07-22T13:24:34.634077-04:00"}
{"ts": "2026-07-22T13:24:33.652634-04:00", "symbol": "VRT", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-VRT-20260722T104426-entry", "alpaca_parent_id": "273679b8-7562-43d5-8f4c-48831cf26764", "alpaca_tp_id": "d15bda1f-1eb8-4c2d-a5b8-ba4db69bdad0", "alpaca_sl_id": "29595b2b-e2b1-40e2-bbd4-c6f71814023d", "shares": 142.0, "entry_anchor_price": 298.555, "entry_price_ref": 298.22914890078687, "entry_price_fill": 298.77, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 301.84, "sl_level": 296.91, "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": "2026-07-22T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 301.84, "exit_price_fill": 301.74, "exit_filled_at": "2026-07-22T17:24:35.655549+00:00", "pnl_ref": 512.7408560882612, "pnl_fill": 421.7400000000039, "return_pct_ref": 1.2107639754604715, "return_pct_fill": 0.9940757104127007, "slip_entry_bps": 18.13542040429594, "slip_exit_bps": 3.31301351709402, "slip_total_bps": 21.44843392138996, "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": "2026-07-22T13:24:35.720163-04:00"}
{"ts": "2026-07-22T13:27:20.938100-04:00", "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": "2026-07-22T13:27:05.251809-04:00", "decision_ts": "2026-07-22T13:27:20.251809-04:00", "open": 193.62, "high": 193.63, "low": 193.55, "close": 193.565, "fill": 193.565, "vwap": 193.67020365049626, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "193.56", "bar VWAP": "193.6702", "close \u2212 VWAP": "-0.1052"}, "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": "2026-07-22T13:27:21.014852-04:00"}
{"ts": "2026-07-22T13:32:00.099069-04:00", "symbol": "WBD", "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": "2026-07-22T13:31:00-04:00", "decision_ts": "2026-07-22T13:31:15-04:00", "open": 25.89, "high": 26.265, "low": 25.88, "close": 26.23, "fill": 26.23, "vwap": 25.915980205707026, "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": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "25.89", "bar VWAP": "25.9160", "bar open \u2212 VWAP": "-0.0260"}, "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": "2026-07-22T13:32:00.225803-04:00"}
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{"ts": "2026-07-22T14:02:40.421504-04:00", "symbol": "DELL", "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": "2026-07-22T14:02:25.104271-04:00", "decision_ts": "2026-07-22T14:02:40.104271-04:00", "open": 440.83, "high": 440.83, "low": 439.6, "close": 439.79, "fill": 439.79, "vwap": 440.1180956716916, "ticks": 75}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "439.79", "bar VWAP": "440.1181", "close \u2212 VWAP": "-0.3281"}, "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": "2026-07-22T14:02:40.511618-04:00"}
{"ts": "2026-07-22T14:05:38.157400-04:00", "symbol": "CHTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T14:05:22.488368-04:00", "decision_ts": "2026-07-22T14:05:37.488368-04:00", "open": 128.47, "high": 128.48, "low": 128.39, "close": 128.39, "fill": 128.39, "vwap": 128.4252020137731, "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": "128.39", "bar VWAP": "128.4252", "close \u2212 VWAP": "-0.0352"}, "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": "2026-07-22T14:05:38.301510-04:00"}
{"ts": "2026-07-22T14:07:05.705624-04:00", "symbol": "STM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T14:06:50.053399-04:00", "decision_ts": "2026-07-22T14:07:05.053399-04:00", "open": 65.83, "high": 65.85, "low": 65.8, "close": 65.805, "fill": 65.805, "vwap": 65.80340243461292, "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 65.80 +0.10% = 65.87; first tick (after delay) 65.81 @ 14:07:05; 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": "2026-07-22T14:07:05.771039-04:00"}
{"ts": "2026-07-22T14:17:47.150812-04:00", "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": "2026-07-22T14:17:31.811698-04:00", "decision_ts": "2026-07-22T14:17:46.811698-04:00", "open": 92.535, "high": 92.54, "low": 92.44, "close": 92.45, "fill": 92.45, "vwap": 92.45611033304216, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "92.45", "bar VWAP": "92.4561", "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": "2026-07-22T14:17:47.264530-04:00"}
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{"ts": "2026-07-22T14:22:49.632288-04:00", "symbol": "T", "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": "2026-07-22T14:22:34.460744-04:00", "decision_ts": "2026-07-22T14:22:49.460744-04:00", "open": 22.95, "high": 22.98, "low": 22.95, "close": 22.975, "fill": 22.975, "vwap": 22.976919942940285, "ticks": 86}, "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 22.98 -0.10% = 22.95; first tick (after delay) 22.98 @ 14:22:49; 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": "2026-07-22T14:22:49.668983-04:00"}
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{"ts": "2026-07-22T14:31:51.460251-04:00", "symbol": "SNDK", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260722T143151-entry", "alpaca_parent_id": "80503cdd-dd9d-47d4-973c-acb1845b99d7", "alpaca_tp_id": "2046ff51-bfbe-445c-ad71-bc6d114176c9", "alpaca_sl_id": "2318799a-103e-411f-a58d-ed4a2b28442b", "shares": 34.0, "entry_anchor_price": 1582.47, "entry_price_ref": 1580.2081422609047, "entry_price_fill": 1583.67, "entry_gate_price": 1582.47, "signal_ts": "2026-07-22T14:31:36.275636-04:00", "entry_filled_at": "2026-07-22T18:31:52.511889+00:00", "decision_bar_wall": "2026-07-22T14:31:36.287527-04:00", "entry_confirmed_wall": "2026-07-22T14:31:51.460251-04:00", "decision_bar": {"signal_ts": "2026-07-22T14:31:36.275636-04:00", "decision_ts": "2026-07-22T14:31:51.275636-04:00", "open": 1586.65, "high": 1587.22, "low": 1580.05, "close": 1582.47, "fill": 1582.47, "vwap": 1580.2081422609047, "ticks": 45}, "tp_level": 1599.88, "sl_level": 1573.77, "sl_anchor_price": 1582.47, "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": "2026-07-22T15:45:00-04:00", "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": "708.97", "last 1m close": "706.87", "deviation": "-0.30%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "1580.2081", "bar low": "1580.05", "bar high": "1587.22"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.14% = (1582.47 \u2212 1580.21) / 1580.21", "close": "1582.47 above VWAP 1580.21", "open": "1586.65 above VWAP 1580.21", "local trend": "signal bar 0.45%/0.26% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -0.30% 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": "2026-07-22T14:31:52.553037-04:00"}
{"ts": "2026-07-22T14:35:02.206388-04:00", "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": "2026-07-22T14:34:47.200174-04:00", "decision_ts": "2026-07-22T14:35:02.200174-04:00", "open": 965.8401, "high": 966.69, "low": 964.73, "close": 965.0006, "fill": 965.0006, "vwap": 964.8433830991517, "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": "small_gap", "skip_detail": "threshold VWAP@touch 964.84 +0.10% = 965.81; first tick (after delay) 965.00 @ 14:35:02; 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": "2026-07-22T14:35:02.254820-04:00"}
{"ts": "2026-07-22T14:36:57.478805-04:00", "symbol": "CAT", "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": "2026-07-22T14:36:42.334977-04:00", "decision_ts": "2026-07-22T14:36:57.334977-04:00", "open": 895.17, "high": 895.415, "low": 893.27, "close": 893.6465, "fill": 893.6465, "vwap": 893.5063242295582, "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 893.51 +0.10% = 894.40; first tick (after delay) 893.65 @ 14:36:57; 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": "2026-07-22T14:36:57.619185-04:00"}
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{"ts": "2026-07-22T14:50:21.477856-04:00", "symbol": "MELI", "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": "2026-07-22T14:50:06.051691-04:00", "decision_ts": "2026-07-22T14:50:21.051691-04:00", "open": 1800.518, "high": 1800.518, "low": 1798.63, "close": 1799.28, "fill": 1799.28, "vwap": 1799.3647763365911, "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": "1799.28", "bar VWAP": "1799.3648", "close \u2212 VWAP": "-0.0848"}, "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": "2026-07-22T14:50:21.571299-04:00"}
{"ts": "2026-07-22T15:09:48.672592-04:00", "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": "2026-07-22T15:09:33.199759-04:00", "decision_ts": "2026-07-22T15:09:48.199759-04:00", "open": 118.7, "high": 119.01, "low": 118.69, "close": 119.01, "fill": 119.01, "vwap": 118.84345135338565, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "119.01", "bar VWAP": "118.8435", "close \u2212 VWAP": "+0.1665"}, "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": "2026-07-22T15:09:48.758998-04:00"}
{"ts": "2026-07-22T15:14:55.938853-04:00", "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": "2026-07-22T15:14:40.189536-04:00", "decision_ts": "2026-07-22T15:14:55.189536-04:00", "open": 43.365, "high": 43.41, "low": 43.355, "close": 43.405, "fill": 43.405, "vwap": 43.36730590813314, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "43.41", "bar VWAP": "43.3673", "close \u2212 VWAP": "+0.0377"}, "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": "2026-07-22T15:14:56.025843-04:00"}
{"ts": "2026-07-22T15:15:59.466302-04:00", "symbol": "ORCL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-22T15:15:44.466170-04:00", "decision_ts": "2026-07-22T15:15:59.466170-04:00", "open": 126.24, "high": 126.46, "low": 126.1501, "close": 126.395, "fill": 126.395, "vwap": 126.40147114772441, "ticks": 190}, "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 126.40 -0.10% = 126.28; first tick (after delay) 126.39 @ 15:15:59; 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": "2026-07-22T15:15:59.567568-04:00"}
{"ts": "2026-07-22T15:30:19.839405-04:00", "symbol": "BKR", "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": "2026-07-22T15:30:04.779900-04:00", "decision_ts": "2026-07-22T15:30:19.779900-04:00", "open": 56.87, "high": 56.9, "low": 56.87, "close": 56.89, "fill": 56.89, "vwap": 56.89084106231249, "ticks": 64}, "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 56.89 -0.10% = 56.83; first tick (after delay) 56.89 @ 15:30:19; 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": "2026-07-22T15:30:19.983071-04:00"}
{"ts": "2026-07-22T15:36:02.840334-04:00", "symbol": "T", "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": "2026-07-22T15:36:02.851916-04:00"}
{"ts": "2026-07-22T15:36:32.222117-04:00", "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": 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": "2026-07-22T15:36:32.236337-04:00"}
{"ts": "2026-07-22T15:38:35.677476-04:00", "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": 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": "2026-07-22T15:38:35.689338-04:00"}
{"ts": "2026-07-22T15:44:56.058188-04:00", "symbol": "ALNY", "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": "2026-07-22T15:44:56.109736-04:00"}
{"ts": "2026-07-22T15:45:00.944532-04:00", "symbol": "AMAT", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-AMAT-20260722T154500-d0d561c4-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: 67, available: 0)", "retry": "1/3", "logged_at": "2026-07-22T15:45:00.944562-04:00"}
{"ts": "2026-07-22T15:45:01.134548-04:00", "symbol": "AMAT", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-AMAT-20260722T154500-d0d561c4-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: 67, available: 0)", "retry": "1/3", "logged_at": "2026-07-22T15:45:01.134574-04:00"}
{"ts": "2026-07-22T15:46:01.411365-04:00", "symbol": "AMAT", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-AMAT-20260722T101615-entry", "alpaca_parent_id": "d0d561c4-90a9-4b82-bfcf-2b3669a888c9", "alpaca_tp_id": "82db198d-b840-4a6e-b4ea-7b3f388b5328", "alpaca_sl_id": "8b99c4c9-bd83-4405-b539-87358f4d8cca", "shares": 67.0, "entry_anchor_price": 555.71, "entry_price_ref": 554.7148155663057, "entry_price_fill": 555.6, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 564.6, "sl_level": 551.26, "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": "2026-07-22T15:45:00-04:00", "exit_reason": "eod_close", "exit_price_ref": 558.72, "exit_price_fill": 558.72, "exit_filled_at": "2026-07-22T19:46:03.548033+00:00", "pnl_ref": 268.34735705752166, "pnl_fill": 209.0400000000003, "return_pct_ref": 0.72202586289416, "return_pct_fill": 0.5615550755939447, "slip_entry_bps": 15.95746875429437, "slip_exit_bps": 0.0, "slip_total_bps": 15.95746875429437, "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": "2026-07-22T15:46:04.523522-04:00"}
{"ts": "2026-07-22T15:55:00.192606-04:00", "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": 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": "2026-07-22T15:55:00.847513-04:00"}
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